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MRCI's ScenarioSM Study
ScenarioSM Study for March Eurodollars(CME) as of Mar 19, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 20 21 21 21 21 21 21 21 21 21 21
Closed Higher 11 11 16 12 12 16 16 10 13 11 10
Exceeded High 10 10 13 10 12 15 12 8 12 7 6
Scenario Percentage 91% 91% 81% 83% 100% 94% 75% 80% 92% 64% 60%
Avg Max Increase 0.96% 0.88% 0.77% 0.96% 1.09% 0.74% 0.67% 0.90% 0.49% 0.31% 0.23%
Max Increase 2.51% 1.65% 2.42% 2.18% 4.13% 3.01% 1.74% 1.83% 1.05% 0.79% 0.58%
Avg Days To Max Increase 18 23 13 19 19 13 17 21 15 12 9
Avg Max Decline -0.06% -0.14% -0.10% -0.08% -0.18% -0.15% -0.09% -0.15% -0.17% -0.06% -0.04%
Max Decline -0.24% -0.63% -0.51% -0.23% -0.60% -0.54% -0.23% -0.54% -0.83% -0.16% -0.13%
Avg Days to Max Decline 5 8 7 8 6 5 9 6 10 3 3
2003 Contract Condition Yes Yes Yes Yes Yes Yes Yes   Yes Yes  
Action Yes Yes Yes Yes Yes Yes Yes   Yes Yes  
Copyright © 2001 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 20 21 21 21 21 21 21 21 21 21 21
Closed Lower 9 10 5 9 8 5 4 10 7 10 11
Penetrated Low 8 6 2 5 4 2 4 7 5 8 10
Scenario Percentage 89% 60% 40% 56% 50% 40% 100% 70% 71% 80% 91%
Avg Max Decline 0.77% 0.32% 0.24% 0.54% 0.77% 0.95% 0.60% 0.35% 0.50% 0.28% 2.19%
Max Decline 2.28% 0.94% 0.39% 1.20% 1.94% 1.18% 1.12% 0.73% 1.10% 0.93% 6.11%
Avg Days To Max Decline 15 14 10 17 14 22 22 16 15 10 17
Avg Max Increase -0.06% -0.26% -0.18% -0.14% -0.14% -0.11% -0.11% -0.05% -0.06% -0.07% -0.16%
Max Increase -0.17% -0.64% -0.19% -0.33% -0.37% -0.13% -0.18% -0.14% -0.24% -0.23% -0.57%
Avg Days to Max Increase 4 8 13 6 6 7 5 3 10 5 -140
2003 Contract Condition               Yes     Yes
Action               Yes     Yes
High 96.345 96.615 97.490 98.090 98.320 98.540 98.595 98.700 98.700 98.735 98.710
Low 95.465 96.120 96.400 97.210 97.930 97.960 98.085 98.470 98.460 98.615 98.675
Close/Last 96.325 96.500 97.245 97.930 98.060 98.495 98.560 98.520 98.680 98.690 98.685