MRCI Online
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| ScenarioSM Study for September US Dollar Index(ICE) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 26 | 26 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | |
| Closed Higher | 10 | 14 | 12 | 15 | 12 | 14 | 9 | 17 | 12 | 14 | 12 | |
| Exceeded High | 8 | 9 | 10 | 12 | 11 | 13 | 8 | 15 | 11 | 9 | 7 | |
| Scenario Percentage | 80% | 64% | 83% | 80% | 92% | 93% | 89% | 88% | 92% | 64% | 58% | |
| Avg Max Increase | 2.49% | 3.13% | 3.29% | 2.88% | 3.37% | 3.87% | 3.99% | 2.60% | 2.92% | 3.09% | 2.58% | |
| Max Increase | 5.41% | 6.14% | 8.79% | 6.46% | 11.65% | 7.77% | 8.45% | 8.42% | 6.58% | 9.50% | 5.01% | |
| Avg Days To Max Increase | 17 | 18 | 14 | 20 | 18 | 21 | 19 | 11 | 11 | 12 | 11 | |
| Avg Max Decline | -0.35% | -0.84% | -0.86% | -1.29% | -0.37% | -1.18% | -0.80% | -1.33% | -0.51% | -0.68% | -0.53% | |
| Max Decline | -1.29% | -2.09% | -3.13% | -2.62% | -1.12% | -3.11% | -1.58% | -3.65% | -1.20% | -1.51% | -1.50% | |
| Avg Days to Max Decline | 8 | 13 | 5 | 8 | 14 | 15 | 7 | 8 | 6 | 4 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
