MRCI Online
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| ScenarioSM Study for June Australian Dollar(CME) as of Dec 31, 2010 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 12 | 12 | 13 | 18 | 20 | 20 | 22 | 24 | 24 | 24 | 24 | |
| Closed Higher | 4 | 5 | 7 | 12 | 12 | 10 | 9 | 16 | 13 | 17 | 10 | |
| Exceeded High | 4 | 4 | 6 | 10 | 10 | 7 | 7 | 14 | 10 | 14 | 8 | |
| Scenario Percentage | 100% | 80% | 86% | 83% | 83% | 70% | 78% | 88% | 77% | 82% | 80% | |
| Avg Max Increase | 3.71% | 7.30% | 6.24% | 4.01% | 3.56% | 3.25% | 4.12% | 4.92% | 5.89% | 4.57% | 1.72% | |
| Max Increase | 5.85% | 10.62% | 9.22% | 7.04% | 8.54% | 7.74% | 6.06% | 15.17% | 15.68% | 13.56% | 3.48% | |
| Avg Days To Max Increase | 23 | 27 | 18 | 20 | 16 | 18 | 16 | 21 | 21 | 9 | 4 | |
| Avg Max Decline | -3.17% | -1.82% | -0.82% | -0.51% | -1.10% | -1.33% | -0.37% | -1.32% | -0.84% | -0.66% | -0.30% | |
| Max Decline | -8.29% | -2.11% | -1.95% | -1.58% | -4.15% | -3.73% | -1.05% | -5.42% | -1.83% | -1.99% | -1.19% | |
| Avg Days to Max Decline | 24 | 4 | 6 | 5 | 7 | 12 | 4 | 8 | 6 | 4 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | 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.
