MRCI Online
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| ScenarioSM Study for September EuroFX(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 15 | 15 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | |
| Closed Higher | 9 | 7 | 9 | 6 | 9 | 7 | 8 | 6 | 9 | 7 | 8 | |
| Exceeded High | 8 | 5 | 6 | 5 | 7 | 7 | 6 | 5 | 6 | 7 | 5 | |
| Scenario Percentage | 89% | 71% | 67% | 83% | 78% | 100% | 75% | 83% | 67% | 100% | 63% | |
| Avg Max Increase | 3.74% | 4.92% | 2.93% | 3.55% | 3.86% | 5.78% | 4.04% | 3.58% | 3.23% | 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 | 21 | 21 | 12 | 17 | 23 | 22 | 15 | 12 | 16 | 10 | 9 | |
| Avg Max Decline | -0.69% | -0.34% | -1.56% | -1.16% | -0.99% | -1.39% | -0.73% | -0.92% | -1.12% | -0.83% | -0.94% | |
| Max Decline | -2.07% | -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 | 11 | 11 | 7 | 5 | 4 | 4 | 4 | 6 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
