MRCI Online
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| ScenarioSM Study for September Australian Dollar(CME) as of Jan 01, 2009 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 11 | 11 | 11 | 16 | 17 | 19 | 22 | 22 | 22 | 22 | 22 | |
| Closed Higher | 7 | 7 | 4 | 8 | 11 | 9 | 15 | 9 | 11 | 10 | 12 | |
| Exceeded High | 7 | 5 | 4 | 6 | 10 | 7 | 14 | 9 | 9 | 8 | 7 | |
| Scenario Percentage | 100% | 71% | 100% | 75% | 91% | 78% | 93% | 100% | 82% | 80% | 58% | |
| Avg Max Increase | 3.58% | 4.86% | 3.17% | 4.50% | 4.15% | 5.35% | 4.15% | 2.81% | 3.24% | 2.60% | 1.96% | |
| Max Increase | 6.89% | 8.30% | 6.67% | 5.86% | 9.71% | 9.56% | 9.28% | 6.14% | 6.46% | 5.75% | 2.86% | |
| Avg Days To Max Increase | 19 | 13 | 14 | 18 | 19 | 20 | 20 | 12 | 16 | 13 | 11 | |
| Avg Max Decline | -0.64% | -0.61% | -0.67% | -0.20% | -1.33% | -0.82% | -0.84% | -0.83% | -0.75% | -0.90% | -0.63% | |
| Max Decline | -2.13% | -3.21% | -3.03% | -0.83% | -5.29% | -1.82% | -4.12% | -2.27% | -2.00% | -1.61% | -2.16% | |
| Avg Days to Max Decline | 3 | 8 | 12 | 4 | 12 | 4 | 6 | 6 | 6 | 11 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
