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MRCI's ScenarioSM Study
ScenarioSM Study for September Eurodollars(IMM) as of Oct 04, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 20 20 20 20 20 21 21 21 21 21 21
Closed Higher 15 11 13 11 10 6 12 10 18 15 13
Exceeded High 12 11 13 6 9 6 11 9 14 15 8
Scenario Percentage 80% 100% 100% 55% 90% 100% 92% 90% 78% 100% 62%
Avg Max Increase 0.79% 0.78% 0.66% 0.53% 0.51% 0.77% 0.81% 0.60% 0.49% 0.55% 0.26%
Max Increase 1.59% 1.86% 1.09% 0.99% 1.50% 2.38% 2.39% 1.00% 1.69% 3.82% 0.66%
Avg Days To Max Increase 17 19 19 13 20 15 16 22 16 8 7
Avg Max Decline -0.05% -0.09% -0.18% -0.14% -0.40% -0.13% -0.10% -0.05% -0.08% -0.06% -0.02%
Max Decline -0.16% -0.38% -0.67% -0.33% -1.06% -0.34% -0.55% -0.13% -0.27% -0.17% -0.10%
Avg Days to Max Decline 5 8 8 4 14 4 2 3 10 3 2
2002 Contract Condition Yes   Yes   Yes   Yes Yes Yes Yes  
Action 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 20 20 20 20 20 21 21 21 21 21 21
Closed Lower 5 9 7 9 10 15 8 11 3 6 7
Penetrated Low 5 6 7 8 10 9 8 7 1 5 5
Scenario Percentage 100% 67% 100% 89% 100% 60% 100% 64% 33% 83% 71%
Avg Max Decline 0.63% 0.46% 0.56% 0.60% 0.70% 0.84% 0.61% 0.31% 0.21% 0.23% 1.69%
Max Decline 1.27% 0.66% 1.38% 1.93% 1.71% 2.14% 1.82% 0.72% 0.21% 0.38% 5.05%
Avg Days To Max Decline 18 11 14 18 17 15 18 14 13 13 8
Avg Max Increase -0.06% -0.10% -0.08% -0.17% -0.11% -0.13% -0.04% -0.18% -0.05% -0.15% -0.08%
Max Increase -0.22% -0.27% -0.29% -0.39% -0.30% -0.31% -0.08% -0.64% -0.05% -0.48% -0.16%
Avg Days to Max Increase 4 3 9 6 6 5 6 9 20 7 -141
2002 Contract Condition   Yes   Yes   Yes         Yes
Action   No   Yes   No         Yes
High 97.340 97.605 97.115 97.580 97.425 97.310 97.500 97.725 98.125 98.345 98.365
Low 96.660 96.290 96.470 96.930 96.985 96.645 96.710 97.420 97.620 98.035 98.158
Close/Last 97.335 96.945 97.070 97.050 97.330 96.735 97.450 97.680 98.045 98.210 98.188