MRCI Online
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| ScenarioSM Study for March Swiss Franc(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 23 | 27 | 29 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 |
| Closed Higher | 7 | 13 | 12 | 13 | 17 | 22 | 18 | 15 | 18 | 10 | 17 |
| Exceeded High | 7 | 8 | 10 | 11 | 15 | 19 | 11 | 12 | 14 | 8 | 7 |
| Scenario Percentage | 100% | 62% | 83% | 85% | 88% | 86% | 61% | 80% | 78% | 80% | 41% |
| Avg Max Increase | 3.88% | 6.05% | 6.70% | 6.45% | 5.81% | 4.37% | 5.42% | 5.90% | 4.50% | 5.77% | 3.05% |
| Max Increase | 8.78% | 11.71% | 16.75% | 18.60% | 12.10% | 11.46% | 12.15% | 10.90% | 10.55% | 13.30% | 9.13% |
| Avg Days To Max Increase | 16 | 20 | 19 | 20 | 17 | 18 | 19 | 15 | 15 | 14 | 11 |
| Avg Max Decline | -1.01% | -0.65% | -0.66% | -1.80% | -1.23% | -1.46% | -0.73% | -1.11% | -1.48% | -0.89% | -1.03% |
| Max Decline | -5.72% | -2.32% | -2.02% | -7.22% | -5.77% | -4.34% | -1.81% | -4.09% | -2.75% | -2.01% | -2.07% |
| Avg Days to Max Decline | 9 | 6 | 7 | 14 | 8 | 10 | 3 | 6 | 6 | 7 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
