MRCI Online
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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 13 | 14 | 14 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | |
| Closed Higher | 8 | 7 | 8 | 6 | 8 | 7 | 7 | 6 | 8 | 7 | 8 | |
| Exceeded High | 7 | 5 | 5 | 5 | 6 | 7 | 5 | 5 | 5 | 7 | 5 | |
| Scenario Percentage | 88% | 71% | 63% | 83% | 75% | 100% | 71% | 83% | 63% | 100% | 63% | |
| Avg Max Increase | 4.05% | 4.92% | 3.47% | 3.55% | 4.33% | 5.78% | 4.68% | 3.58% | 3.86% | 2.54% | 2.48% | |
| Max Increase | 7.08% | 9.54% | 3.92% | 6.78% | 7.66% | 9.76% | 11.14% | 9.75% | 8.77% | 5.75% | 4.67% | |
| Avg Days To Max Increase | 20 | 21 | 8 | 17 | 24 | 22 | 16 | 12 | 20 | 10 | 9 | |
| Avg Max Decline | -0.49% | -0.34% | -1.43% | -1.16% | -1.02% | -1.39% | -0.79% | -0.92% | -1.32% | -0.83% | -0.94% | |
| Max Decline | -1.94% | -0.77% | -3.84% | -2.81% | -2.74% | -3.12% | -2.77% | -2.07% | -2.06% | -2.49% | -2.83% | |
| Avg Days to Max Decline | 7 | 5 | 7 | 11 | 7 | 5 | 4 | 4 | 5 | 6 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
