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 March British Pound(CME) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 20 22 27 34 34 34 34 34 34 34 34
Closed Higher 12 8 13 17 16 20 18 15 20 14 17
Exceeded High 9 6 10 11 11 16 14 13 13 8 9
Scenario Percentage 75% 75% 77% 65% 69% 80% 78% 87% 65% 57% 53%
Avg Max Increase 2.76% 5.67% 3.09% 2.90% 4.54% 5.23% 4.29% 3.92% 3.30% 3.26% 2.21%
Max Increase 5.68% 12.78% 11.10% 5.71% 9.32% 13.69% 9.95% 8.88% 7.68% 6.15% 5.08%
Avg Days To Max Increase 22 21 20 17 16 17 16 19 17 11 10
Avg Max Decline -0.69% -1.35% -0.69% -1.81% -0.67% -0.63% -0.87% -1.39% -0.42% -0.76% -0.43%
Max Decline -2.57% -2.83% -2.84% -8.60% -2.75% -3.41% -2.53% -4.03% -1.29% -2.61% -1.03%
Avg Days to Max Decline 12 9 11 9 10 7 7 10 3 6 2
2009 Contract Condition Yes   Yes                
Action 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 20 22 27 34 34 34 34 34 34 34 34
Closed Lower 8 14 14 17 18 14 16 19 14 20 17
Penetrated Low 8 9 10 14 11 11 11 11 12 15 13
Scenario Percentage 100% 64% 71% 82% 61% 79% 69% 58% 86% 75% 76%
Avg Max Decline 3.25% 5.02% 3.56% 4.17% 4.84% 6.15% 4.12% 4.22% 4.85% 3.23% 3.94%
Max Decline 6.46% 12.12% 8.32% 11.58% 15.28% 18.14% 10.72% 12.29% 10.36% 8.09% 11.65%
Avg Days To Max Decline 18 19 11 18 17 21 19 19 15 10 12
Avg Max Increase -0.60% -0.64% -0.90% -0.98% -0.72% -0.85% -1.25% -1.56% -1.27% -0.73% -0.52%
Max Increase -2.18% -2.29% -3.25% -3.52% -3.22% -1.77% -4.65% -6.17% -5.49% -3.34% -2.70%
Avg Days to Max Increase 6 5 9 11 7 8 7 8 7 6 4
2009 Contract Condition   Yes   Yes Yes Yes Yes Yes Yes Yes Yes
Action   No   Yes Yes Yes Yes Yes Yes Not Yet Yes
High 195.51 194.68 195.60 197.70 195.06 185.05 178.42 162.98 157.00 153.56 149.79
Low 191.41 189.67 190.78 193.21 179.27 172.48 151.87 145.57 143.29 134.92 140.44
Close/Last 194.68 194.06 195.50 195.06 179.27 177.83 160.49 153.83 145.57 144.43 143.23

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