MRCI Online
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| ScenarioSM Study for December Canadian Dollar(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 40 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 15 | 19 | 23 | 29 | 20 | 27 | 22 | 22 | 29 | 18 | 16 | |
| Exceeded High | 13 | 18 | 19 | 23 | 14 | 19 | 17 | 18 | 19 | 13 | 12 | |
| Scenario Percentage | 87% | 95% | 83% | 79% | 70% | 70% | 77% | 82% | 66% | 72% | 75% | |
| Avg Max Increase | 1.90% | 2.90% | 3.32% | 2.47% | 2.77% | 2.21% | 2.56% | 2.77% | 2.73% | 1.74% | 1.08% | |
| Max Increase | 3.89% | 8.09% | 15.26% | 10.44% | 8.57% | 4.35% | 5.79% | 11.76% | 9.64% | 4.47% | 2.00% | |
| Avg Days To Max Increase | 11 | 20 | 14 | 17 | 17 | 21 | 18 | 19 | 15 | 12 | 10 | |
| Avg Max Decline | -0.50% | -1.00% | -0.54% | -0.65% | -1.06% | -0.51% | -0.86% | -0.57% | -0.57% | -0.45% | -0.23% | |
| Max Decline | -1.96% | -3.40% | -1.76% | -1.91% | -6.74% | -1.77% | -3.04% | -2.54% | -2.56% | -2.18% | -0.72% | |
| Avg Days to Max Decline | 7 | 11 | 6 | 7 | 9 | 9 | 10 | 5 | 8 | 3 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
