MRCI Online
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| ScenarioSM Study for December US Dollar Index(ICE) as of Jan 01, 2015 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 28 | 28 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 16 | 12 | 14 | 9 | 18 | 12 | 15 | 13 | 11 | 9 | 16 | |
| Exceeded High | 12 | 10 | 13 | 8 | 16 | 11 | 9 | 8 | 11 | 7 | 8 | |
| Scenario Percentage | 75% | 83% | 93% | 89% | 89% | 92% | 60% | 62% | 100% | 78% | 50% | |
| Avg Max Increase | 2.92% | 2.46% | 3.55% | 3.75% | 2.34% | 2.82% | 3.75% | 4.98% | 4.12% | 2.95% | 1.19% | |
| Max Increase | 6.39% | 5.08% | 7.42% | 8.00% | 8.36% | 6.64% | 9.61% | 13.53% | 12.46% | 4.08% | 2.91% | |
| Avg Days To Max Increase | 19 | 18 | 19 | 18 | 12 | 14 | 16 | 17 | 17 | 13 | 7 | |
| Avg Max Decline | -1.19% | -0.36% | -0.85% | -0.73% | -1.17% | -0.34% | -0.51% | -0.75% | -0.73% | -0.75% | -0.40% | |
| Max Decline | -2.60% | -1.06% | -2.76% | -1.59% | -3.50% | -0.91% | -1.43% | -2.47% | -2.13% | -2.19% | -1.05% | |
| Avg Days to Max Decline | 7 | 11 | 14 | 8 | 9 | 6 | 4 | 7 | 4 | 3 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | 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.
