MRCI Online
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| ScenarioSM Study for September Australian Dollar(CME) as of Jan 01, 2016 | ||||||||||||
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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 | 18 | 18 | 18 | 23 | 24 | 26 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 13 | 9 | 8 | 10 | 17 | 14 | 21 | 11 | 17 | 14 | 14 | |
| Exceeded High | 10 | 7 | 8 | 7 | 16 | 12 | 18 | 11 | 14 | 11 | 9 | |
| Scenario Percentage | 77% | 78% | 100% | 70% | 94% | 86% | 86% | 100% | 82% | 79% | 64% | |
| Avg Max Increase | 3.67% | 4.09% | 2.92% | 4.11% | 5.00% | 5.45% | 4.27% | 2.99% | 3.76% | 2.77% | 1.91% | |
| Max Increase | 6.89% | 8.30% | 6.67% | 5.86% | 14.85% | 15.44% | 13.38% | 6.14% | 9.66% | 5.75% | 2.99% | |
| Avg Days To Max Increase | 19 | 13 | 13 | 15 | 19 | 17 | 18 | 13 | 15 | 12 | 10 | |
| Avg Max Decline | -0.63% | -1.02% | -0.79% | -0.17% | -1.40% | -0.73% | -0.83% | -1.06% | -1.14% | -1.37% | -0.83% | |
| Max Decline | -2.13% | -3.83% | -3.36% | -0.83% | -5.29% | -1.82% | -4.12% | -3.37% | -4.56% | -2.99% | -2.28% | |
| Avg Days to Max Decline | 7 | 12 | 9 | 4 | 11 | 4 | 5 | 9 | 7 | 15 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
