MRCI Online
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| ScenarioSM Study for September Canadian Dollar(CME) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 34 | 37 | 38 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 16 | 14 | 19 | 12 | 20 | 23 | 27 | 18 | 26 | 18 | 21 | |
| Exceeded High | 10 | 13 | 18 | 11 | 19 | 19 | 23 | 12 | 17 | 12 | 15 | |
| Scenario Percentage | 63% | 93% | 95% | 92% | 95% | 83% | 85% | 67% | 65% | 67% | 71% | |
| Avg Max Increase | 2.29% | 1.95% | 2.00% | 2.18% | 3.00% | 3.46% | 2.31% | 2.28% | 2.05% | 2.31% | 1.26% | |
| Max Increase | 4.18% | 4.76% | 5.24% | 4.27% | 8.23% | 15.45% | 10.55% | 4.69% | 3.75% | 4.80% | 3.29% | |
| Avg Days To Max Increase | 18 | 18 | 16 | 14 | 21 | 14 | 16 | 16 | 20 | 13 | 10 | |
| Avg Max Decline | -0.43% | -0.91% | -0.70% | -0.63% | -0.99% | -0.59% | -0.63% | -1.24% | -0.54% | -0.26% | -0.37% | |
| Max Decline | -2.20% | -3.09% | -4.64% | -1.99% | -3.50% | -1.84% | -2.37% | -6.76% | -1.71% | -0.69% | -0.87% | |
| Avg Days to Max Decline | 5 | 14 | 10 | 10 | 10 | 7 | 6 | 11 | 9 | 5 | 4 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
