Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for December Australian Dollar(CME) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   15 15 15 22 23 24 25 26 26 26 26
Closed Higher   6 11 7 16 8 13 13 13 14 17 15
Exceeded High   5 10 7 12 7 11 12 12 12 15 10
Scenario Percentage   83% 91% 100% 75% 88% 85% 92% 92% 86% 88% 67%
Avg Max Increase   4.16% 4.99% 5.98% 4.46% 2.65% 3.77% 3.53% 4.40% 4.67% 3.87% 1.74%
Max Increase   5.69% 13.48% 15.16% 12.59% 5.02% 9.61% 8.52% 11.04% 9.75% 8.12% 4.11%
Avg Days To Max Increase   11 19 16 18 15 17 19 18 13 11 10
Avg Max Decline   -0.27% -1.63% -0.58% -0.71% -1.13% -1.40% -2.07% -1.27% -1.12% -0.65% -0.43%
Max Decline   -0.84% -5.28% -1.76% -4.00% -3.41% -4.51% -10.20% -3.23% -3.12% -2.43% -1.25%
Avg Days to Max Decline   2 10 3 5 13 8 17 7 8 4 3
2012 Contract Condition   Yes Yes   Yes   Yes Yes   Yes Yes Yes
Action   Yes Yes   No   Yes Yes   No Yes Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   15 15 15 22 23 24 25 26 26 26 26
Closed Lower   9 4 8 6 15 11 12 13 12 9 11
Penetrated Low   5 3 5 6 12 6 10 9 8 7 4
Scenario Percentage   56% 75% 63% 100% 80% 55% 83% 69% 67% 78% 36%
Avg Max Decline   4.03% 6.26% 4.99% 4.13% 2.40% 4.67% 5.65% 7.93% 6.50% 2.64% 2.09%
Max Decline   11.65% 8.78% 10.14% 10.10% 6.18% 11.65% 16.33% 29.41% 24.23% 6.50% 3.69%
Avg Days To Max Decline   9 19 17 21 15 12 16 19 20 16 9
Avg Max Increase   -2.23% -0.58% -0.59% -1.38% -1.24% -1.01% -1.26% -0.93% -1.29% -1.31% -0.51%
Max Increase   -6.58% -0.74% -1.57% -2.41% -4.71% -2.36% -5.96% -3.09% -3.42% -2.10% -1.00%
Avg Days to Max Increase   7 5 11 12 10 10 9 9 7 8 4
2012 Contract Condition       Yes   Yes     Yes      
Action       Yes   Yes     Yes      
High 99.41 103.17 104.49 104.52 102.41 101.95 101.00 104.10 104.93 105.37 103.63 104.73
Low 95.89 99.08 102.89 100.82 99.97 95.49 95.44 99.80 101.79 100.77 100.89 102.63
Close/Last 99.40 102.89 104.23 100.83 101.95 95.97 100.92 103.86 102.28 103.03 103.40 104.10

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php