MRCI Online
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| ScenarioSM Study for March EuroFX(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 15 | 15 | 15 | 15 | |
| Closed Higher | 6 | 6 | 7 | 6 | 8 | 8 | 8 | 8 | 9 | 6 | 9 | |
| Exceeded High | 4 | 5 | 4 | 6 | 6 | 7 | 7 | 7 | 7 | 5 | 6 | |
| Scenario Percentage | 67% | 83% | 57% | 100% | 75% | 88% | 88% | 88% | 78% | 83% | 67% | |
| Avg Max Increase | 4.98% | 3.30% | 3.62% | 3.86% | 3.47% | 4.04% | 4.21% | 5.18% | 3.23% | 3.38% | 2.28% | |
| Max Increase | 10.46% | 8.80% | 8.32% | 6.26% | 5.57% | 7.34% | 7.01% | 9.97% | 4.28% | 7.05% | 4.60% | |
| Avg Days To Max Increase | 16 | 11 | 19 | 18 | 15 | 20 | 16 | 15 | 9 | 12 | 12 | |
| Avg Max Decline | -0.03% | -0.57% | -1.04% | -1.12% | -0.58% | -1.31% | -0.81% | -0.56% | -1.67% | -1.30% | -0.70% | |
| Max Decline | -0.08% | -1.72% | -1.86% | -3.07% | -2.62% | -2.19% | -2.30% | -1.16% | -3.70% | -2.93% | -1.23% | |
| Avg Days to Max Decline | 5 | 4 | 5 | 14 | 3 | 13 | 8 | 3 | 6 | 9 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
