MRCI Online
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| ScenarioSM Study for September British Pound(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 23 | 25 | 28 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 12 | 7 | 17 | 15 | 19 | 19 | 24 | 14 | 23 | 22 | 19 | |
| Exceeded High | 9 | 6 | 10 | 11 | 14 | 16 | 16 | 12 | 19 | 15 | 13 | |
| Scenario Percentage | 75% | 86% | 59% | 73% | 74% | 84% | 67% | 86% | 83% | 68% | 68% | |
| Avg Max Increase | 3.13% | 4.65% | 3.56% | 2.99% | 3.97% | 3.77% | 4.17% | 6.44% | 4.17% | 3.15% | 2.43% | |
| 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 | 14 | 16 | 17 | 16 | 17 | 19 | 23 | 22 | 18 | 11 | 10 | |
| Avg Max Decline | -0.66% | -1.26% | -0.24% | -0.81% | -0.88% | -1.22% | -1.00% | -1.42% | -0.70% | -1.08% | -0.30% | |
| Max Decline | -2.44% | -2.87% | -1.25% | -3.13% | -2.55% | -4.48% | -3.34% | -3.02% | -3.08% | -3.63% | -1.60% | |
| Avg Days to Max Decline | 7 | 10 | 3 | 10 | 7 | 6 | 10 | 7 | 9 | 6 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
