MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June Eurodollars(CME) as of May 29, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 20 20 20 20 20 20 20 20 21 21 21
Closed Higher 11 12 16 15 11 13 11 9 7 12 11
Exceeded High 10 12 14 12 10 13 6 7 6 11 8
Scenario Percentage 91% 100% 88% 80% 91% 100% 55% 78% 86% 92% 73%
Avg Max Increase 0.93% 1.07% 0.85% 0.75% 0.83% 0.61% 0.47% 0.51% 0.79% 0.52% 0.21%
Max Increase 2.01% 3.61% 2.75% 1.62% 1.91% 1.11% 0.85% 1.41% 2.24% 1.69% 0.40%
Avg Days To Max Increase 16 19 17 17 16 18 15 20 20 13 8
Avg Max Decline -0.11% -0.17% -0.11% -0.05% -0.10% -0.21% -0.11% -0.16% -0.12% -0.10% -0.02%
Max Decline -0.29% -0.55% -0.54% -0.21% -0.47% -0.76% -0.27% -0.42% -0.30% -0.64% -0.15%
Avg Days to Max Decline 7 5 6 3 5 8 4 6 4 3 1
2003 Contract Condition Yes Yes Yes Yes   Yes Yes Yes Yes    
Action Yes Yes Yes Yes   Yes Yes Yes Not Yet    
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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 20 20 20 20 20 20 20 20 21 21 21
Closed Lower 9 8 4 5 8 7 8 11 14 8 10
Penetrated Low 5 4 2 5 5 6 7 11 9 6 9
Scenario Percentage 56% 50% 50% 100% 63% 86% 88% 100% 64% 75% 90%
Avg Max Decline 0.56% 0.75% 1.00% 0.61% 0.44% 0.59% 0.55% 0.53% 0.53% 0.42% 2.81%
Max Decline 1.21% 1.83% 1.05% 1.31% 0.76% 1.39% 1.85% 1.26% 1.27% 1.07% 8.35%
Avg Days To Max Decline 17 11 22 18 15 13 15 19 14 15 10
Avg Max Increase -0.11% -0.09% -0.11% -0.08% -0.09% -0.09% -0.12% -0.09% -0.10% -0.05% -0.14%
Max Increase -0.27% -0.13% -0.13% -0.20% -0.19% -0.30% -0.29% -0.25% -0.26% -0.11% -0.53%
Avg Days to Max Increase 6 2 7 4 3 11 5 6 5 5 5
2003 Contract Condition         Yes         Yes Yes
Action         No         Not Yet  
High 97.680 98.040 98.385 98.455 98.500 98.660 98.725 98.755 98.955 98.895 98.870
Low 96.590 97.555 97.655 97.795 98.145 98.150 98.490 98.655 98.715 98.700 98.753
Close/Last 97.545 97.790 98.335 98.415 98.255 98.635 98.685 98.750 98.850 98.795 98.787