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MRCI's ScenarioSM Study
ScenarioSM Study for September Eurodollars(CME) as of Oct 04, 2004
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 22 22 22 22 22 23 23 23 23 23 23
Closed Higher 16 11 15 13 12 8 13 11 19 16 15
Exceeded High 13 11 15 8 11 7 12 10 14 16 7
Scenario Percentage 81% 100% 100% 62% 92% 88% 92% 91% 74% 100% 47%
Avg Max Increase 0.76% 0.78% 0.61% 0.50% 0.45% 0.68% 0.77% 0.56% 0.49% 0.52% 0.24%
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 18 19 19 13 19 16 16 21 16 7 6
Avg Max Decline -0.08% -0.09% -0.19% -0.12% -0.34% -0.14% -0.09% -0.05% -0.08% -0.05% -0.02%
Max Decline -0.45% -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 7 8 7 4 12 5 2 3 10 2 1
2004 Contract Condition     Yes Yes Yes Yes       Yes Yes
Action     Yes Yes Yes No       Yes Not Yet
Copyright © 2003 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 22 22 22 22 22 23 23 23 23 23 23
Closed Lower 6 11 7 9 10 15 9 12 4 7 7
Penetrated Low 6 7 7 8 10 9 9 8 1 5 5
Scenario Percentage 100% 64% 100% 89% 100% 60% 100% 67% 25% 71% 71%
Avg Max Decline 0.58% 0.41% 0.56% 0.60% 0.70% 0.84% 0.60% 0.31% 0.21% 0.22% 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 16 9 14 18 17 15 18 14 13 10 8
Avg Max Increase -0.05% -0.09% -0.08% -0.17% -0.11% -0.13% -0.04% -0.16% -0.05% -0.06% -0.08%
Max Increase -0.22% -0.27% -0.29% -0.39% -0.30% -0.31% -0.08% -0.64% -0.05% -0.14% -0.16%
Avg Days to Max Increase 4 3 9 6 6 5 5 8 20 3 -141
2004 Contract Condition Yes Yes         Yes Yes Yes    
Action Yes No         Yes Yes No    
High 98.420 98.145 98.295 98.565 98.600 98.740 98.680 98.300 98.075 98.110 98.225
Low 97.710 97.650 97.730 98.075 98.270 98.460 98.225 97.940 97.750 97.965 98.065
Close/Last 97.945 97.835 98.245 98.350 98.575 98.675 98.265 98.075 97.980 98.060 98.132