MRCI Online
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| ScenarioSM Study for September EuroFX(CME) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 24 | 24 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 11 | 10 | 16 | 9 | 10 | 11 | 13 | 10 | 14 | 13 | 11 | |
| Exceeded High | 10 | 8 | 12 | 8 | 8 | 10 | 10 | 7 | 10 | 10 | 7 | |
| Scenario Percentage | 91% | 80% | 75% | 89% | 80% | 91% | 77% | 70% | 71% | 77% | 64% | |
| Avg Max Increase | 3.83% | 4.60% | 2.66% | 2.61% | 3.97% | 4.96% | 3.42% | 4.30% | 3.94% | 2.36% | 2.15% | |
| Max Increase | 7.97% | 9.54% | 4.49% | 6.78% | 7.66% | 9.76% | 11.14% | 9.75% | 8.77% | 6.21% | 4.69% | |
| Avg Days To Max Increase | 22 | 20 | 10 | 16 | 21 | 20 | 16 | 17 | 19 | 10 | 8 | |
| Avg Max Decline | -0.84% | -0.43% | -1.39% | -1.31% | -0.98% | -1.30% | -0.70% | -0.83% | -1.19% | -0.94% | -0.78% | |
| Max Decline | -2.07% | -1.46% | -3.84% | -2.98% | -2.74% | -3.12% | -2.77% | -2.07% | -3.04% | -2.49% | -2.83% | |
| Avg Days to Max Decline | 8 | 5 | 10 | 12 | 7 | 7 | 4 | 6 | 6 | 7 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
