MRCI Online
|
| ScenarioSM Study for March Australian Dollar(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 15 | 15 | 16 | 24 | 24 | 25 | 27 | 27 | 27 | 27 | 28 | |
| Closed Higher | 12 | 4 | 11 | 11 | 10 | 15 | 18 | 15 | 14 | 12 | 19 | |
| Exceeded High | 9 | 4 | 9 | 10 | 9 | 12 | 15 | 11 | 11 | 10 | 14 | |
| Scenario Percentage | 75% | 100% | 82% | 91% | 90% | 80% | 83% | 73% | 79% | 83% | 74% | |
| Avg Max Increase | 4.39% | 3.52% | 3.86% | 3.59% | 4.81% | 4.87% | 4.25% | 3.52% | 3.81% | 3.20% | 1.75% | |
| Max Increase | 12.44% | 4.62% | 9.04% | 8.38% | 10.90% | 9.77% | 8.20% | 8.64% | 9.59% | 6.19% | 2.79% | |
| Avg Days To Max Increase | 18 | 13 | 15 | 18 | 19 | 15 | 17 | 14 | 20 | 11 | 8 | |
| Avg Max Decline | -0.77% | -1.09% | -0.76% | -1.96% | -0.94% | -0.99% | -0.91% | -1.01% | -1.65% | -0.49% | -0.40% | |
| Max Decline | -3.75% | -3.04% | -4.08% | -8.21% | -2.10% | -2.89% | -2.40% | -4.07% | -4.04% | -1.04% | -2.50% | |
| Avg Days to Max Decline | 6 | 13 | 7 | 19 | 5 | 8 | 7 | 9 | 10 | 3 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | Yes | |||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
