MRCI Online
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| ScenarioSM Study for September British Pound(CME) as of Dec 07, 2022 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 31 | 33 | 36 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 11 | 20 | 17 | 22 | 21 | 30 | 16 | 26 | 23 | 18 | |
| Exceeded High | 10 | 10 | 12 | 12 | 15 | 18 | 21 | 13 | 20 | 16 | 13 | |
| Scenario Percentage | 67% | 91% | 60% | 71% | 68% | 86% | 70% | 81% | 77% | 70% | 72% | |
| Avg Max Increase | 3.66% | 4.05% | 3.39% | 3.02% | 3.81% | 3.80% | 3.77% | 5.98% | 4.32% | 3.29% | 2.48% | |
| 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 | 15 | 18 | 18 | 21 | 21 | 18 | 10 | 9 | |
| Avg Max Decline | -0.77% | -1.05% | -0.53% | -0.84% | -1.09% | -1.29% | -1.56% | -1.34% | -0.77% | -1.27% | -0.31% | |
| 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 | 6 | 8 | 8 | 6 | 11 | 7 | 9 | 7 | 4 | |
| 2022 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
