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MRCI's ScenarioSM Study
ScenarioSM Study for December Eurodollars(CME) as of Oct 31, 2004
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 6
Scenario Percentage 57% 92% 100% 85% 92% 78% 100% 100% 94% 63% 55%
Avg Max Increase 0.52% 0.46% 0.76% 0.90% 0.72% 0.70% 0.75% 0.96% 0.61% 0.41% 0.25%
Max Increase 1.06% 1.55% 2.37% 2.50% 1.43% 2.29% 2.72% 4.42% 2.88% 1.24% 0.74%
Avg Days To Max Increase 11 17 19 18 22 14 15 17 14 10 9
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
2004 Contract Condition Yes Yes Yes       Yes Yes      
Action Yes Yes No       Yes No      
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 9
Scenario Percentage 83% 100% 63% 89% 60% 50% 71% 43% 50% 60% 90%
Avg Max Decline 0.42% 0.79% 0.91% 0.73% 0.35% 0.18% 0.32% 0.89% 0.72% 0.30% 2.01%
Max Decline 0.77% 1.89% 2.63% 2.22% 0.90% 0.26% 0.63% 2.09% 1.37% 0.45% 5.76%
Avg Days To Max Decline 17 17 15 18 18 10 11 21 24 8 9
Avg Max Increase -0.19% -0.13% -0.14% -0.05% -0.25% -0.18% -0.07% -0.19% -0.15% -0.05% -0.15%
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 3 5
2004 Contract Condition       Yes Yes Yes     Yes Yes Yes
Action       Yes Yes No     Yes Not Yet  
High 98.230 98.290 98.535 98.425 97.870 97.585 97.715 97.950 97.860 97.765 97.675
Low 97.650 97.860 98.120 97.750 97.410 97.190 97.475 97.640 97.665 97.650 97.650
Close/Last 97.950 98.270 98.430 97.800 97.585 97.485 97.640 97.825 97.695 97.675 97.655