MRCI Online
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| ScenarioSM Study for March EuroFX(CME) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 26 | 26 | 26 | 26 | |
| Closed Higher | 13 | 10 | 14 | 11 | 11 | 10 | 11 | 12 | 18 | 9 | 11 | |
| Exceeded High | 10 | 7 | 9 | 10 | 8 | 8 | 10 | 11 | 13 | 8 | 7 | |
| Scenario Percentage | 77% | 70% | 64% | 91% | 73% | 80% | 91% | 92% | 72% | 89% | 64% | |
| Avg Max Increase | 3.21% | 4.08% | 4.15% | 3.01% | 2.86% | 3.81% | 4.02% | 4.64% | 2.85% | 2.46% | 2.10% | |
| Max Increase | 10.46% | 8.80% | 8.32% | 6.26% | 5.57% | 7.34% | 8.15% | 9.97% | 4.59% | 7.05% | 4.60% | |
| Avg Days To Max Increase | 16 | 17 | 20 | 15 | 12 | 21 | 18 | 17 | 9 | 10 | 12 | |
| Avg Max Decline | -0.50% | -0.56% | -1.24% | -1.18% | -0.53% | -1.19% | -1.10% | -0.67% | -1.52% | -1.13% | -0.72% | |
| Max Decline | -2.52% | -1.72% | -3.00% | -3.07% | -2.62% | -2.19% | -2.30% | -1.56% | -3.70% | -2.93% | -1.23% | |
| Avg Days to Max Decline | 6 | 6 | 6 | 14 | 2 | 13 | 9 | 4 | 7 | 7 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | No | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
