MRCI Online
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| ScenarioSM Study for June Canadian Dollar(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 26 | 27 | 28 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | 31 |
| Closed Higher | 12 | 18 | 17 | 15 | 13 | 15 | 11 | 13 | 17 | 19 | 13 |
| Exceeded High | 9 | 14 | 12 | 10 | 12 | 12 | 10 | 12 | 12 | 15 | 7 |
| Scenario Percentage | 75% | 78% | 71% | 67% | 92% | 80% | 91% | 92% | 71% | 79% | 54% |
| Avg Max Increase | 2.78% | 2.47% | 2.39% | 1.74% | 1.91% | 1.95% | 2.15% | 2.59% | 3.08% | 1.94% | 1.29% |
| Max Increase | 5.50% | 7.82% | 7.49% | 3.86% | 4.34% | 4.98% | 4.31% | 5.71% | 9.95% | 7.88% | 2.82% |
| Avg Days To Max Increase | 23 | 21 | 16 | 15 | 20 | 18 | 16 | 21 | 18 | 11 | 9 |
| Avg Max Decline | -0.07% | -0.43% | -0.24% | -0.42% | -0.93% | -0.51% | -0.76% | -0.90% | -0.49% | -0.42% | -0.48% |
| Max Decline | -0.45% | -2.51% | -1.89% | -2.21% | -3.26% | -1.50% | -2.02% | -3.58% | -1.59% | -1.32% | -0.83% |
| Avg Days to Max Decline | 2 | 5 | 9 | 3 | 15 | 10 | 8 | 8 | 6 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
