MRCI Online
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| ScenarioSM Study for December 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | |
| Closed Higher | 6 | 9 | 7 | 8 | 6 | 9 | 7 | 8 | 10 | 9 | 8 | |
| Exceeded High | 5 | 7 | 7 | 5 | 4 | 6 | 7 | 6 | 8 | 7 | 6 | |
| Scenario Percentage | 83% | 78% | 100% | 63% | 67% | 67% | 100% | 75% | 80% | 78% | 75% | |
| Avg Max Increase | 3.39% | 3.76% | 5.59% | 4.65% | 4.04% | 3.16% | 3.71% | 3.62% | 3.87% | 3.46% | 2.09% | |
| Max Increase | 6.48% | 7.39% | 9.72% | 10.97% | 9.55% | 8.58% | 6.59% | 5.58% | 7.26% | 5.35% | 3.26% | |
| Avg Days To Max Increase | 17 | 23 | 21 | 19 | 17 | 16 | 18 | 15 | 19 | 13 | 11 | |
| Avg Max Decline | -1.03% | -0.93% | -1.15% | -0.81% | -1.33% | -1.10% | -1.35% | -0.97% | -1.23% | -0.83% | -0.51% | |
| Max Decline | -2.89% | -2.54% | -2.95% | -2.75% | -2.69% | -2.06% | -3.54% | -2.82% | -2.19% | -2.33% | -0.95% | |
| Avg Days to Max Decline | 9 | 5 | 9 | 4 | 9 | 4 | 17 | 4 | 13 | 8 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
