MRCI Online
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| ScenarioSM Study for March British Pound(CME) as of Aug 18, 2023 | ||||||||||||
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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 | 32 | 34 | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 10 | 21 | 24 | 18 | 25 | 24 | 19 | 23 | 18 | 21 | |
| Exceeded High | 16 | 8 | 15 | 18 | 13 | 18 | 18 | 17 | 15 | 12 | 10 | |
| Scenario Percentage | 70% | 80% | 71% | 75% | 72% | 72% | 75% | 89% | 65% | 67% | 48% | |
| Avg Max Increase | 3.05% | 4.73% | 3.27% | 2.86% | 3.99% | 4.89% | 4.33% | 3.53% | 3.21% | 2.99% | 2.08% | |
| Max Increase | 12.74% | 12.78% | 11.10% | 6.15% | 9.32% | 13.69% | 9.95% | 8.88% | 7.68% | 6.15% | 4.83% | |
| Avg Days To Max Increase | 20 | 20 | 17 | 14 | 13 | 18 | 15 | 20 | 17 | 10 | 9 | |
| Avg Max Decline | -1.30% | -1.18% | -0.81% | -1.69% | -0.56% | -0.78% | -0.91% | -1.29% | -0.73% | -0.93% | -0.64% | |
| Max Decline | -4.03% | -2.83% | -2.84% | -8.60% | -2.75% | -3.41% | -2.84% | -4.03% | -1.88% | -2.66% | -2.36% | |
| Avg Days to Max Decline | 15 | 8 | 8 | 9 | 8 | 10 | 6 | 10 | 6 | 7 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
