MRCI Online
|
| ScenarioSM Study for September British Pound(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 32 | 35 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 11 | 19 | 18 | 22 | 22 | 31 | 15 | 27 | 24 | 19 | |
| Exceeded High | 10 | 10 | 11 | 13 | 15 | 19 | 22 | 13 | 21 | 17 | 14 | |
| Scenario Percentage | 71% | 91% | 58% | 72% | 68% | 86% | 71% | 87% | 78% | 71% | 74% | |
| Avg Max Increase | 3.66% | 4.05% | 3.55% | 2.95% | 3.81% | 3.66% | 3.64% | 5.98% | 4.20% | 2.94% | 2.23% | |
| 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 | 17 | 18 | 18 | 16 | 18 | 18 | 21 | 21 | 18 | 10 | 9 | |
| Avg Max Decline | -0.77% | -1.05% | -0.51% | -0.99% | -1.09% | -1.24% | -1.52% | -1.34% | -0.74% | -1.20% | -0.29% | |
| Max Decline | -2.44% | -2.87% | -1.75% | -3.13% | -2.55% | -4.48% | -9.39% | -3.02% | -3.08% | -3.63% | -1.60% | |
| Avg Days to Max Decline | 6 | 10 | 7 | 9 | 8 | 6 | 12 | 7 | 9 | 7 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | Not Yet | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
