MRCI Online
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| ScenarioSM Study for March Eurodollars(CME) as of Jan 01, 2008 | |||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 24 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 |
| Closed Higher | 13 | 13 | 17 | 14 | 16 | 18 | 17 | 11 | 15 | 12 | 12 |
| Exceeded High | 12 | 12 | 13 | 12 | 16 | 17 | 12 | 9 | 14 | 8 | 7 |
| Scenario Percentage | 92% | 92% | 76% | 86% | 100% | 94% | 71% | 82% | 93% | 67% | 58% |
| Avg Max Increase | 0.87% | 0.77% | 0.78% | 0.87% | 0.88% | 0.66% | 0.67% | 0.81% | 0.44% | 0.28% | 0.20% |
| 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 | 16 | 20 | 13 | 18 | 15 | 12 | 17 | 19 | 14 | 12 | 9 |
| Avg Max Decline | -0.07% | -0.13% | -0.11% | -0.08% | -0.17% | -0.14% | -0.09% | -0.14% | -0.15% | -0.05% | -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 | 7 | 7 | 6 | 6 | 5 | 9 | 6 | 9 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
