MRCI Online
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| ScenarioSM Study for March Swiss Franc(CME) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 36 | 40 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 13 | 17 | 23 | 20 | 21 | 25 | 22 | 22 | 26 | 16 | 20 | |
| Exceeded High | 12 | 12 | 17 | 17 | 16 | 22 | 17 | 18 | 21 | 12 | 10 | |
| Scenario Percentage | 92% | 71% | 74% | 85% | 76% | 88% | 77% | 82% | 81% | 75% | 50% | |
| Avg Max Increase | 2.79% | 4.45% | 5.11% | 4.72% | 5.21% | 4.01% | 4.41% | 4.76% | 3.14% | 4.69% | 3.21% | |
| Max Increase | 8.78% | 11.71% | 18.21% | 10.90% | 11.49% | 11.46% | 12.15% | 10.15% | 10.02% | 13.30% | 9.13% | |
| Avg Days To Max Increase | 17 | 20 | 19 | 20 | 16 | 16 | 20 | 18 | 14 | 12 | 11 | |
| Avg Max Decline | -1.39% | -0.94% | -1.20% | -1.66% | -1.11% | -1.41% | -0.80% | -1.14% | -1.79% | -1.28% | -0.84% | |
| Max Decline | -5.72% | -4.10% | -3.44% | -7.22% | -5.77% | -4.34% | -1.92% | -4.09% | -4.56% | -2.70% | -2.07% | |
| Avg Days to Max Decline | 7 | 8 | 8 | 13 | 6 | 10 | 5 | 9 | 9 | 9 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
