MRCI Online
|
| ScenarioSM Study for March Canadian Dollar(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 41 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 26 | 18 | 25 | 20 | 22 | 28 | 19 | 14 | 22 | 14 | 22 | |
| Exceeded High | 21 | 11 | 18 | 14 | 18 | 18 | 12 | 13 | 19 | 11 | 14 | |
| Scenario Percentage | 81% | 61% | 72% | 70% | 82% | 64% | 63% | 93% | 86% | 79% | 64% | |
| Avg Max Increase | 2.40% | 2.84% | 2.06% | 2.85% | 2.78% | 2.79% | 2.12% | 1.93% | 2.02% | 1.79% | 1.70% | |
| Max Increase | 10.35% | 8.40% | 4.28% | 5.66% | 11.64% | 9.54% | 4.41% | 4.07% | 4.62% | 4.39% | 3.66% | |
| Avg Days To Max Increase | 19 | 18 | 22 | 18 | 17 | 16 | 15 | 19 | 18 | 9 | 10 | |
| Avg Max Decline | -0.57% | -1.19% | -0.48% | -0.79% | -0.50% | -0.56% | -0.49% | -1.03% | -0.78% | -0.69% | -0.26% | |
| Max Decline | -2.05% | -6.78% | -1.87% | -2.99% | -2.56% | -2.54% | -2.24% | -3.31% | -4.63% | -2.04% | -1.31% | |
| Avg Days to Max Decline | 8 | 11 | 9 | 10 | 5 | 9 | 5 | 15 | 9 | 7 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | 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.
