MRCI Online
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| ScenarioSM Study for June Canadian Dollar(CME) as of Jan 01, 2016 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 34 | 35 | 36 | 38 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | |
| Closed Higher | 17 | 21 | 23 | 18 | 15 | 21 | 12 | 19 | 22 | 26 | 16 | |
| Exceeded High | 13 | 16 | 15 | 12 | 14 | 17 | 11 | 17 | 17 | 20 | 8 | |
| Scenario Percentage | 76% | 76% | 65% | 67% | 93% | 81% | 92% | 89% | 77% | 77% | 50% | |
| Avg Max Increase | 2.49% | 2.99% | 3.03% | 2.05% | 1.96% | 2.11% | 2.13% | 2.86% | 3.60% | 2.25% | 1.28% | |
| Max Increase | 5.50% | 11.46% | 9.39% | 4.29% | 4.34% | 4.98% | 4.31% | 5.92% | 15.65% | 10.60% | 2.63% | |
| Avg Days To Max Increase | 20 | 21 | 15 | 15 | 19 | 19 | 15 | 22 | 18 | 11 | 8 | |
| Avg Max Decline | -0.54% | -0.44% | -0.45% | -0.45% | -0.93% | -0.84% | -0.71% | -1.12% | -0.54% | -0.53% | -0.43% | |
| Max Decline | -2.99% | -2.51% | -2.55% | -2.21% | -3.26% | -4.68% | -2.02% | -3.58% | -1.59% | -1.99% | -0.83% | |
| Avg Days to Max Decline | 5 | 5 | 9 | 5 | 16 | 11 | 8 | 11 | 7 | 5 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
