MRCI Online
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| ScenarioSM Study for June EuroFX(CME) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 23 | 23 | 23 | 23 | 24 | 24 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 11 | 10 | 10 | 11 | 10 | 16 | 9 | 10 | 11 | 13 | 10 | |
| Exceeded High | 10 | 8 | 8 | 10 | 8 | 11 | 8 | 8 | 10 | 10 | 7 | |
| Scenario Percentage | 91% | 80% | 80% | 91% | 80% | 69% | 89% | 80% | 91% | 77% | 70% | |
| Avg Max Increase | 2.95% | 2.80% | 3.69% | 3.96% | 4.75% | 3.01% | 2.71% | 4.04% | 5.00% | 2.79% | 1.86% | |
| Max Increase | 6.39% | 5.50% | 7.34% | 8.01% | 9.95% | 4.57% | 6.98% | 7.84% | 9.75% | 7.18% | 3.39% | |
| Avg Days To Max Increase | 15 | 12 | 19 | 21 | 19 | 9 | 16 | 21 | 20 | 12 | 10 | |
| Avg Max Decline | -1.14% | -0.62% | -1.05% | -1.02% | -0.62% | -1.50% | -1.39% | -1.07% | -1.31% | -0.72% | -0.58% | |
| Max Decline | -2.98% | -2.62% | -1.93% | -2.17% | -1.46% | -3.69% | -2.99% | -2.73% | -3.07% | -2.80% | -1.31% | |
| Avg Days to Max Decline | 14 | 2 | 12 | 9 | 5 | 8 | 11 | 7 | 7 | 4 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
