MRCI Online
|
| ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 37 | 38 | 39 | 41 | 41 | 41 | 41 | 42 | 42 | 42 | 42 | |
| Closed Higher | 18 | 21 | 25 | 19 | 16 | 22 | 14 | 20 | 23 | 28 | 17 | |
| Exceeded High | 14 | 16 | 15 | 12 | 15 | 18 | 11 | 18 | 18 | 21 | 9 | |
| Scenario Percentage | 78% | 76% | 60% | 63% | 94% | 82% | 79% | 90% | 78% | 75% | 53% | |
| Avg Max Increase | 2.52% | 2.99% | 3.03% | 2.05% | 2.06% | 2.12% | 2.13% | 3.16% | 3.63% | 2.18% | 1.45% | |
| Max Increase | 5.50% | 11.46% | 9.39% | 4.29% | 4.34% | 4.98% | 4.31% | 8.25% | 15.65% | 10.60% | 2.82% | |
| Avg Days To Max Increase | 19 | 21 | 15 | 15 | 19 | 19 | 15 | 22 | 17 | 11 | 9 | |
| Avg Max Decline | -0.68% | -0.44% | -0.45% | -0.45% | -0.96% | -0.81% | -0.71% | -1.07% | -0.61% | -0.57% | -0.42% | |
| Max Decline | -2.99% | -2.51% | -2.55% | -2.21% | -3.26% | -4.68% | -2.02% | -3.58% | -1.84% | -1.99% | -0.83% | |
| Avg Days to Max Decline | 5 | 5 | 9 | 5 | 17 | 11 | 8 | 11 | 7 | 5 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | No | 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.
