MRCI Online
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| ScenarioSM Study for March Canadian Dollar(CME) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 27 | 18 | 26 | 21 | 22 | 30 | 20 | 14 | 23 | 15 | 22 | |
| Exceeded High | 21 | 11 | 19 | 15 | 18 | 20 | 13 | 13 | 19 | 12 | 14 | |
| Scenario Percentage | 78% | 61% | 73% | 71% | 82% | 67% | 65% | 93% | 83% | 80% | 64% | |
| Avg Max Increase | 2.40% | 2.84% | 1.97% | 2.71% | 2.78% | 2.64% | 2.08% | 1.93% | 2.02% | 1.68% | 1.67% | |
| 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 | 21 | 18 | 17 | 15 | 17 | 19 | 18 | 8 | 9 | |
| Avg Max Decline | -0.57% | -1.19% | -0.48% | -0.86% | -0.50% | -0.52% | -0.55% | -1.03% | -0.78% | -0.65% | -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 | 12 | 5 | 8 | 6 | 15 | 9 | 7 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
