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MRCI's ScenarioSM Study
ScenarioSM Study for December Eurodollars(CME) as of Dec 25, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 21 21 22 22 22 22 22 22 22 22 22
Closed Higher 14 12 6 13 12 18 13 15 16 16 11
Exceeded High 8 11 6 11 11 14 13 15 15 10 7
Scenario Percentage 57% 92% 100% 85% 92% 78% 100% 100% 94% 63% 64%
Avg Max Increase 0.52% 0.46% 0.76% 0.90% 0.72% 0.70% 0.75% 0.96% 0.61% 0.44% 0.29%
Max Increase 1.06% 1.55% 2.37% 2.50% 1.43% 2.29% 2.72% 4.42% 2.88% 1.47% 0.74%
Avg Days To Max Increase 11 17 19 18 22 14 15 17 14 9 11
Avg Max Decline -0.18% -0.36% -0.16% -0.11% -0.13% -0.09% -0.10% -0.16% -0.12% -0.12% -0.02%
Max Decline -0.39% -0.96% -0.40% -0.47% -0.60% -0.39% -0.34% -0.76% -0.45% -0.60% -0.11%
Avg Days to Max Decline 5 13 6 4 5 7 5 4 7 9 2
2003 Contract Condition Yes Yes Yes Yes Yes Yes   Yes Yes   Yes
Action Yes Yes Yes Yes Yes No   Yes Yes   Yes
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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 21 21 22 22 22 22 22 22 22 22 22
Closed Lower 6 9 16 9 10 4 7 7 6 5 10
Penetrated Low 5 9 10 8 6 2 5 3 3 3 10
Scenario Percentage 83% 100% 63% 89% 60% 50% 71% 43% 50% 60% 100%
Avg Max Decline 0.42% 0.79% 0.91% 0.73% 0.35% 0.18% 0.32% 0.89% 0.72% 0.37% 1.85%
Max Decline 0.77% 1.89% 2.63% 2.22% 0.90% 0.26% 0.63% 2.09% 1.37% 0.58% 5.76%
Avg Days To Max Decline 17 17 15 18 18 10 11 21 24 11 10
Avg Max Increase -0.19% -0.13% -0.14% -0.05% -0.25% -0.18% -0.07% -0.19% -0.15% -0.08% -0.14%
Max Increase -0.41% -0.33% -0.41% -0.14% -0.66% -0.21% -0.13% -0.39% -0.25% -0.17% -0.71%
Avg Days to Max Increase 6 7 4 4 7 13 3 8 16 6 5
2003 Contract Condition             Yes     Yes  
Action             Yes     Not Yet  
High 98.290 98.525 98.775 98.730 98.930 99.090 98.910 98.790 98.870 98.885 98.830
Low 97.915 98.185 98.270 98.455 98.650 98.795 98.675 98.610 98.715 98.760 98.770
Close/Last 98.230 98.520 98.625 98.725 98.840 98.875 98.715 98.760 98.865 98.810 98.818