MRCI Online
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| ScenarioSM Study for September US Dollar Index(ICE) as of Jun 08, 2020 | ||||||||||||
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| 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 | 32 | 32 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 15 | 19 | 14 | 18 | 16 | 17 | 11 | 22 | 14 | 17 | 16 | |
| Exceeded High | 12 | 12 | 12 | 13 | 15 | 15 | 10 | 20 | 13 | 12 | 9 | |
| Scenario Percentage | 80% | 63% | 86% | 72% | 94% | 88% | 91% | 91% | 93% | 71% | 56% | |
| Avg Max Increase | 2.83% | 3.32% | 3.38% | 3.09% | 3.20% | 3.49% | 3.75% | 2.33% | 2.79% | 2.80% | 2.29% | |
| Max Increase | 5.48% | 8.94% | 8.79% | 6.46% | 11.65% | 7.77% | 8.45% | 8.42% | 6.58% | 9.50% | 5.01% | |
| Avg Days To Max Increase | 19 | 17 | 14 | 19 | 18 | 20 | 21 | 14 | 13 | 11 | 10 | |
| Avg Max Decline | -0.55% | -0.92% | -0.64% | -1.32% | -0.41% | -1.07% | -0.67% | -1.53% | -0.57% | -0.66% | -0.44% | |
| Max Decline | -2.39% | -2.09% | -3.13% | -2.62% | -1.77% | -3.11% | -1.58% | -4.18% | -1.20% | -1.51% | -1.50% | |
| Avg Days to Max Decline | 7 | 12 | 5 | 7 | 14 | 14 | 7 | 11 | 6 | 4 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
