MRCI Online
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| ScenarioSM Study for December Canadian Dollar(CME) as of Jan 01, 2007 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 26 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 |
| Closed Higher | 11 | 11 | 15 | 18 | 14 | 19 | 14 | 18 | 19 | 13 | 13 |
| Exceeded High | 10 | 11 | 11 | 15 | 9 | 12 | 10 | 15 | 14 | 11 | 9 |
| Scenario Percentage | 91% | 100% | 73% | 83% | 64% | 63% | 71% | 83% | 74% | 85% | 69% |
| Avg Max Increase | 2.21% | 1.98% | 2.51% | 1.91% | 2.21% | 1.99% | 2.80% | 2.37% | 2.28% | 1.46% | 0.94% |
| Max Increase | 3.89% | 3.95% | 9.67% | 7.87% | 4.65% | 3.83% | 5.79% | 8.02% | 7.70% | 4.09% | 1.95% |
| Avg Days To Max Increase | 14 | 18 | 12 | 19 | 17 | 20 | 23 | 20 | 16 | 13 | 11 |
| Avg Max Decline | -0.66% | -0.85% | -0.43% | -0.50% | -0.67% | -0.50% | -0.33% | -0.58% | -0.42% | -0.47% | -0.23% |
| Max Decline | -1.96% | -3.40% | -1.42% | -1.85% | -1.64% | -1.77% | -0.78% | -2.54% | -2.02% | -2.18% | -0.72% |
| Avg Days to Max Decline | 9 | 9 | 6 | 9 | 6 | 9 | 8 | 5 | 9 | 3 | 3 |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
