MRCI Online
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| ScenarioSM Study for December Australian Dollar(CME) as of Jan 01, 2008 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 10 | 10 | 10 | 17 | 18 | 19 | 20 | 21 | 21 | 21 | 21 |
| Closed Higher | 4 | 6 | 4 | 11 | 6 | 8 | 9 | 12 | 11 | 13 | 13 |
| Exceeded High | 3 | 5 | 4 | 10 | 5 | 6 | 9 | 11 | 10 | 12 | 9 |
| Scenario Percentage | 75% | 83% | 100% | 91% | 83% | 75% | 100% | 92% | 91% | 92% | 69% |
| Avg Max Increase | 4.50% | 4.31% | 4.61% | 3.81% | 1.98% | 2.69% | 2.89% | 3.80% | 4.34% | 3.91% | 1.74% |
| Max Increase | 5.27% | 6.50% | 6.45% | 7.83% | 4.98% | 5.82% | 5.49% | 10.24% | 9.75% | 8.12% | 4.11% |
| Avg Days To Max Increase | 10 | 19 | 18 | 17 | 12 | 17 | 17 | 18 | 14 | 11 | 9 |
| Avg Max Decline | -0.17% | -1.14% | -0.95% | -0.66% | -0.46% | -0.93% | -1.89% | -1.18% | -0.90% | -0.68% | -0.45% |
| Max Decline | -0.84% | -3.27% | -1.76% | -4.00% | -1.88% | -3.44% | -10.20% | -3.23% | -2.39% | -2.43% | -1.25% |
| Avg Days to Max Decline | 2 | 12 | 4 | 5 | 8 | 7 | 14 | 8 | 9 | 3 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | 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.
