MRCI Online
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| ScenarioSM Study for June Swiss Franc(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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 28 | 30 | 34 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 10 | 18 | 23 | 21 | 18 | 22 | 13 | 20 | 19 | 18 | 16 | |
| Exceeded High | 9 | 17 | 21 | 12 | 14 | 17 | 11 | 14 | 15 | 14 | 9 | |
| Scenario Percentage | 90% | 94% | 91% | 57% | 78% | 77% | 85% | 70% | 79% | 78% | 56% | |
| Avg Max Increase | 7.02% | 5.35% | 3.93% | 5.33% | 5.44% | 3.90% | 5.76% | 4.14% | 4.55% | 2.70% | 2.00% | |
| Max Increase | 18.85% | 12.61% | 11.13% | 12.27% | 11.00% | 11.11% | 14.44% | 10.82% | 8.87% | 4.65% | 4.08% | |
| Avg Days To Max Increase | 21 | 17 | 19 | 22 | 17 | 15 | 19 | 21 | 17 | 10 | 7 | |
| Avg Max Decline | -0.92% | -1.01% | -0.92% | -0.40% | -1.15% | -1.63% | -1.00% | -1.65% | -1.51% | -1.31% | -0.40% | |
| Max Decline | -2.35% | -4.88% | -4.15% | -1.86% | -4.07% | -4.46% | -2.71% | -7.31% | -3.91% | -5.56% | -1.20% | |
| Avg Days to Max Decline | 11 | 10 | 10 | 3 | 8 | 6 | 10 | 11 | 6 | 5 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
