MRCI Online
|
| ScenarioSM Study for December Japanese Yen(CME) as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 37 | 40 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 22 | 16 | 21 | 18 | 20 | 21 | 24 | 22 | 18 | 20 | |
| Exceeded High | 9 | 16 | 12 | 15 | 14 | 13 | 19 | 17 | 18 | 13 | 7 | |
| Scenario Percentage | 60% | 73% | 75% | 71% | 78% | 65% | 90% | 71% | 82% | 72% | 35% | |
| Avg Max Increase | 4.33% | 5.77% | 4.46% | 4.16% | 4.03% | 4.41% | 3.75% | 5.67% | 6.18% | 3.63% | 3.28% | |
| Max Increase | 9.98% | 19.83% | 10.37% | 9.71% | 15.49% | 10.93% | 9.83% | 22.99% | 19.82% | 11.98% | 8.50% | |
| Avg Days To Max Increase | 18 | 17 | 19 | 14 | 16 | 16 | 15 | 17 | 16 | 12 | 7 | |
| Avg Max Decline | -1.50% | -0.68% | -0.96% | -1.05% | -1.31% | -1.30% | -1.46% | -1.22% | -0.63% | -0.86% | -0.42% | |
| Max Decline | -5.83% | -2.89% | -3.18% | -4.12% | -3.98% | -2.69% | -3.94% | -3.76% | -3.05% | -2.57% | -1.02% | |
| Avg Days to Max Decline | 13 | 7 | 7 | 10 | 7 | 13 | 9 | 13 | 8 | 5 | 1 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | No | No | |||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
