MRCI Online
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| ScenarioSM Study for December Australian Dollar(CME) as of Sep 30, 2024 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 26 | 26 | 26 | 33 | 34 | 35 | 36 | 37 | 37 | 37 | 37 | |
| Closed Higher | 11 | 17 | 12 | 20 | 13 | 20 | 19 | 15 | 18 | 22 | 20 | |
| Exceeded High | 7 | 15 | 12 | 16 | 11 | 17 | 16 | 14 | 16 | 16 | 15 | |
| Scenario Percentage | 64% | 88% | 100% | 80% | 85% | 85% | 84% | 93% | 89% | 73% | 75% | |
| Avg Max Increase | 3.47% | 5.01% | 4.20% | 4.30% | 2.93% | 3.72% | 3.24% | 3.85% | 4.16% | 3.86% | 1.80% | |
| Max Increase | 5.69% | 13.48% | 15.16% | 12.59% | 8.58% | 9.61% | 8.52% | 11.04% | 9.75% | 8.12% | 4.11% | |
| Avg Days To Max Increase | 11 | 18 | 14 | 17 | 13 | 17 | 16 | 16 | 16 | 10 | 9 | |
| Avg Max Decline | -0.34% | -1.48% | -0.64% | -0.81% | -0.86% | -1.17% | -1.96% | -1.17% | -1.24% | -0.71% | -0.47% | |
| Max Decline | -0.88% | -5.28% | -2.13% | -4.00% | -3.41% | -4.51% | -10.20% | -3.23% | -3.12% | -2.43% | -1.81% | |
| Avg Days to Max Decline | 7 | 9 | 3 | 5 | 9 | 6 | 14 | 6 | 9 | 4 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
