MRCI Online
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| ScenarioSM Study for September Australian Dollar(CME) as of Nov 09, 2020 | ||||||||||||
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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 | 23 | 23 | 23 | 28 | 29 | 31 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 15 | 11 | 11 | 13 | 19 | 16 | 22 | 13 | 21 | 18 | 15 | |
| Exceeded High | 11 | 9 | 9 | 8 | 18 | 14 | 19 | 13 | 18 | 14 | 10 | |
| Scenario Percentage | 73% | 82% | 82% | 62% | 95% | 88% | 86% | 100% | 86% | 78% | 67% | |
| Avg Max Increase | 3.52% | 3.49% | 3.04% | 3.89% | 5.07% | 4.93% | 4.48% | 3.30% | 3.90% | 2.71% | 1.75% | |
| Max Increase | 6.89% | 8.30% | 6.67% | 5.86% | 14.85% | 15.44% | 13.38% | 8.56% | 9.66% | 5.75% | 2.99% | |
| Avg Days To Max Increase | 20 | 11 | 15 | 16 | 19 | 17 | 17 | 14 | 16 | 11 | 9 | |
| Avg Max Decline | -0.72% | -0.63% | -0.70% | -0.28% | -1.33% | -0.83% | -0.91% | -0.96% | -1.10% | -1.44% | -0.79% | |
| Max Decline | -2.13% | -3.83% | -3.36% | -1.09% | -5.29% | -2.34% | -4.12% | -3.37% | -4.56% | -2.99% | -2.28% | |
| Avg Days to Max Decline | 9 | 10 | 8 | 8 | 10 | 4 | 5 | 8 | 6 | 13 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | 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.
