MRCI Online
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| ScenarioSM Study for December Swiss Franc(CME) as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 41 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 19 | 19 | 19 | 20 | 26 | 19 | 23 | 28 | 23 | 21 | |
| Exceeded High | 13 | 14 | 15 | 16 | 15 | 20 | 18 | 18 | 24 | 15 | 16 | |
| Scenario Percentage | 81% | 74% | 79% | 84% | 75% | 77% | 95% | 78% | 86% | 65% | 76% | |
| Avg Max Increase | 4.69% | 4.08% | 4.61% | 3.26% | 5.65% | 6.11% | 5.69% | 5.73% | 4.09% | 4.25% | 1.94% | |
| Max Increase | 14.24% | 11.04% | 8.65% | 9.43% | 14.68% | 18.56% | 18.03% | 11.77% | 11.82% | 9.17% | 3.63% | |
| Avg Days To Max Increase | 17 | 19 | 17 | 17 | 20 | 16 | 22 | 17 | 17 | 11 | 7 | |
| Avg Max Decline | -1.06% | -1.36% | -1.52% | -1.56% | -0.71% | -0.80% | -1.77% | -1.19% | -1.37% | -0.82% | -0.52% | |
| Max Decline | -2.87% | -7.48% | -3.53% | -5.96% | -2.27% | -2.40% | -7.31% | -5.63% | -4.51% | -2.12% | -2.23% | |
| Avg Days to Max Decline | 12 | 7 | 9 | 10 | 8 | 8 | 13 | 6 | 10 | 4 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
