MRCI Online
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| ScenarioSM Study for March British Pound(CME) as of Oct 20, 2019 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 30 | 32 | 37 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 21 | 9 | 20 | 24 | 18 | 25 | 22 | 18 | 23 | 19 | 22 | |
| Exceeded High | 15 | 7 | 15 | 18 | 13 | 18 | 16 | 16 | 16 | 12 | 12 | |
| Scenario Percentage | 71% | 78% | 75% | 75% | 72% | 72% | 73% | 89% | 70% | 63% | 55% | |
| Avg Max Increase | 3.05% | 5.38% | 2.96% | 2.84% | 4.42% | 4.92% | 4.02% | 3.81% | 3.10% | 2.70% | 1.81% | |
| Max Increase | 12.74% | 12.78% | 11.10% | 6.15% | 9.32% | 13.69% | 9.95% | 8.88% | 7.68% | 6.15% | 5.08% | |
| Avg Days To Max Increase | 22 | 23 | 16 | 16 | 16 | 16 | 15 | 19 | 16 | 9 | 9 | |
| Avg Max Decline | -1.12% | -1.31% | -0.85% | -1.64% | -0.57% | -0.70% | -0.85% | -1.28% | -0.54% | -0.86% | -0.54% | |
| Max Decline | -4.00% | -2.83% | -2.84% | -8.60% | -2.75% | -3.41% | -2.53% | -4.03% | -1.88% | -2.66% | -2.36% | |
| Avg Days to Max Decline | 15 | 9 | 9 | 9 | 9 | 9 | 6 | 10 | 5 | 7 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
