MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 19 21 24 34 34 35 35 35 35 35 35
Closed Higher 9 7 15 13 17 18 20 14 20 18 17
Exceeded High 7 6 9 9 12 15 14 12 17 11 11
Scenario Percentage 78% 86% 60% 69% 71% 83% 70% 86% 85% 61% 65%
Avg Max Increase 3.46% 4.65% 3.47% 3.19% 4.18% 3.89% 4.65% 6.44% 4.16% 3.26% 2.38%
Max Increase 6.62% 9.04% 7.13% 8.91% 9.44% 12.83% 12.95% 12.65% 13.11% 10.35% 7.99%
Avg Days To Max Increase 15 16 17 14 15 18 25 22 18 10 9
Avg Max Decline -0.80% -1.26% -0.18% -0.88% -0.74% -1.22% -0.87% -1.42% -0.64% -1.09% -0.33%
Max Decline -2.44% -2.87% -1.25% -3.13% -2.55% -4.48% -2.59% -3.02% -3.08% -3.63% -1.60%
Avg Days to Max Decline 8 10 3 6 4 6 9 7 9 7 4
2009 Contract Condition           Yes Yes Yes Yes Yes  
Action           Yes Yes Yes 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 19 21 24 34 34 35 35 35 35 35 35
Closed Lower 9 14 9 21 17 17 15 21 15 17 18
Penetrated Low 6 7 8 16 13 13 15 15 12 13 13
Scenario Percentage 67% 50% 89% 76% 76% 76% 100% 71% 80% 76% 72%
Avg Max Decline 4.45% 4.58% 5.32% 3.54% 3.86% 3.94% 5.09% 4.93% 3.38% 3.61% 7.35%
Max Decline 10.06% 12.22% 11.58% 7.99% 12.12% 8.21% 11.56% 12.29% 9.00% 11.74% 18.08%
Avg Days To Max Decline 23 18 18 18 18 18 15 15 11 12 14
Avg Max Increase -0.85% -1.35% -0.75% -0.65% -1.13% -0.94% -0.78% -0.83% -1.03% -0.98% -0.75%
Max Increase -4.68% -3.12% -5.20% -3.23% -3.05% -3.41% -2.18% -2.34% -3.47% -3.52% -2.11%
Avg Days to Max Increase 3 10 3 5 11 8 6 3 7 6 6
2009 Contract Condition Yes Yes Yes Yes Yes           Yes
Action Yes Yes Yes No Yes           Yes
High 176.27 159.87 156.73 153.13 149.27 147.84 150.62 161.99 167.42 167.33 170.43
Low 154.69 146.73 143.79 135.26 140.81 137.00 143.15 147.88 157.95 159.81 161.52
Close/Last 159.87 154.09 145.56 144.47 143.27 143.57 148.23 161.32 164.63 166.87 162.66

Copyright © 2022 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521