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MRCI's ScenarioSM Study
ScenarioSM Study for December US Dollar Index(NYBOT) as of Oct 31, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 16 16 16 18 18 18 18 18 18 18 18
Closed Higher 10 6 8 5 11 9 9 7 6 6 9
Exceeded High 8 5 7 4 8 9 7 4 6 4 6
Scenario Percentage 80% 83% 88% 80% 73% 100% 78% 57% 100% 67% 67%
Avg Max Increase 2.91% 3.40% 3.26% 3.13% 2.94% 2.98% 2.62% 3.04% 3.84% 2.86% 0.89%
Max Increase 6.39% 4.96% 6.68% 7.15% 8.36% 6.64% 6.82% 5.86% 10.69% 4.06% 1.63%
Avg Days To Max Increase 22 25 19 24 10 14 15 18 20 13 5
Avg Max Decline -1.28% -0.43% -0.77% -0.83% -0.98% -0.25% -0.53% -0.78% -0.75% -0.63% -0.36%
Max Decline -2.53% -1.05% -2.60% -1.59% -1.98% -0.91% -1.43% -1.52% -2.13% -1.13% -1.05%
Avg Days to Max Decline 8 14 12 7 7 7 5 6 4 4 2
2004 Contract Condition Yes   Yes Yes     Yes       Yes
Action Yes   Yes Yes     No        
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 16 16 16 18 18 18 18 18 18 18 18
Closed Lower 6 10 8 13 7 9 9 11 12 12 9
Penetrated Low 5 7 8 9 5 8 8 11 11 9 7
Scenario Percentage 83% 70% 100% 69% 71% 89% 89% 100% 92% 75% 78%
Avg Max Decline 4.50% 3.97% 3.24% 3.67% 5.05% 4.08% 2.94% 4.05% 3.76% 3.43% 5.05%
Max Decline 6.90% 6.29% 6.77% 8.27% 7.61% 7.14% 5.00% 9.15% 7.85% 5.67% 18.84%
Avg Days To Max Decline 21 23 16 19 19 18 14 17 19 10 11
Avg Max Increase -0.86% -1.33% -1.12% -0.29% -0.33% -0.40% -1.11% -0.64% -1.01% -0.38% -0.46%
Max Increase -1.32% -4.94% -2.77% -1.44% -0.52% -1.50% -3.33% -2.41% -3.06% -1.55% -1.85%
Avg Days to Max Increase 7 10 9 5 3 6 12 6 12 3 2
2004 Contract Condition   Yes     Yes Yes   Yes Yes Yes  
Action   No     Yes Yes   Yes Yes Not Yet  
High 89.34 89.08 90.91 92.24 92.95 90.82 90.46 90.45 90.05 88.79 85.48
Low 86.68 86.40 88.76 88.34 89.39 88.90 87.52 88.05 87.49 84.85 85.14
Close/Last 88.71 88.69 88.76 91.49 89.67 89.26 90.34 89.22 87.51 84.98 85.34