MRCI Online
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| ScenarioSM Study for September Australian Dollar(CME) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 26 | 26 | 26 | 31 | 32 | 34 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 17 | 13 | 14 | 14 | 21 | 17 | 23 | 15 | 22 | 20 | 15 | |
| Exceeded High | 12 | 11 | 12 | 9 | 19 | 15 | 20 | 14 | 18 | 15 | 10 | |
| Scenario Percentage | 71% | 85% | 86% | 64% | 90% | 88% | 87% | 93% | 82% | 75% | 67% | |
| Avg Max Increase | 3.89% | 3.86% | 3.06% | 3.61% | 5.09% | 4.75% | 4.38% | 3.17% | 3.90% | 2.67% | 1.80% | |
| Max Increase | 7.94% | 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 | 19 | 11 | 14 | 14 | 18 | 16 | 17 | 13 | 16 | 11 | 10 | |
| Avg Max Decline | -0.80% | -0.74% | -0.97% | -0.27% | -1.33% | -0.79% | -0.88% | -0.93% | -1.10% | -1.46% | -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 | 8 | 10 | 9 | 7 | 10 | 4 | 5 | 8 | 6 | 13 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
