MRCI Online
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| ScenarioSM Study for March Australian Dollar(CME) as of Jan 01, 2008 | |||||||||||
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| 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 | 8 | 8 | 9 | 17 | 17 | 18 | 20 | 20 | 20 | 20 | 21 |
| Closed Higher | 6 | 2 | 5 | 6 | 9 | 10 | 12 | 13 | 11 | 9 | 13 |
| Exceeded High | 6 | 2 | 3 | 6 | 8 | 8 | 11 | 10 | 9 | 8 | 10 |
| Scenario Percentage | 100% | 100% | 60% | 100% | 89% | 80% | 92% | 77% | 82% | 89% | 77% |
| Avg Max Increase | 3.62% | 3.00% | 2.41% | 2.64% | 4.04% | 4.42% | 4.58% | 3.66% | 3.94% | 2.94% | 1.90% |
| Max Increase | 7.72% | 4.57% | 5.30% | 5.49% | 10.05% | 9.77% | 8.20% | 8.64% | 9.59% | 5.55% | 2.79% |
| Avg Days To Max Increase | 15 | 4 | 7 | 13 | 18 | 16 | 18 | 15 | 20 | 11 | 10 |
| Avg Max Decline | -0.64% | 0.33% | -0.24% | -0.83% | -0.83% | -0.75% | -0.68% | -1.05% | -1.46% | -0.43% | -0.39% |
| Max Decline | -3.75% | 0.00% | -1.09% | -1.43% | -2.10% | -2.21% | -2.12% | -4.07% | -4.04% | -1.04% | -2.50% |
| Avg Days to Max Decline | 8 | 2 | 4 | 17 | 6 | 9 | 5 | 7 | 10 | 3 | 3 |
| 2007 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.
