MRCI Online
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| ScenarioSM Study for March Canadian Dollar(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 28 | 19 | 27 | 22 | 23 | 30 | 20 | 15 | 24 | 15 | 23 | |
| Exceeded High | 22 | 12 | 20 | 16 | 19 | 20 | 13 | 14 | 20 | 12 | 15 | |
| Scenario Percentage | 79% | 63% | 74% | 73% | 83% | 67% | 65% | 93% | 83% | 80% | 65% | |
| Avg Max Increase | 2.49% | 2.89% | 2.09% | 2.73% | 2.65% | 2.64% | 2.08% | 2.00% | 2.04% | 1.65% | 1.68% | |
| Max Increase | 10.35% | 8.40% | 4.32% | 5.66% | 11.64% | 9.54% | 4.41% | 4.07% | 4.62% | 4.39% | 3.58% | |
| Avg Days To Max Increase | 19 | 17 | 22 | 17 | 16 | 15 | 17 | 19 | 19 | 8 | 9 | |
| Avg Max Decline | -0.62% | -1.06% | -0.47% | -0.83% | -0.50% | -0.52% | -0.55% | -0.98% | -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 | 10 | 9 | 11 | 5 | 8 | 6 | 14 | 10 | 7 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
