MRCI Online
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| ScenarioSM Study for March US Dollar Index(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 28 | 28 | 29 | 31 | 31 | 31 | 31 | 31 | 32 | 32 | 32 | |
| Closed Higher | 9 | 17 | 12 | 16 | 14 | 12 | 12 | 18 | 13 | 18 | 15 | |
| Exceeded High | 8 | 15 | 11 | 10 | 8 | 12 | 9 | 12 | 12 | 12 | 11 | |
| Scenario Percentage | 89% | 88% | 92% | 63% | 57% | 100% | 75% | 67% | 92% | 67% | 73% | |
| Avg Max Increase | 3.79% | 1.97% | 2.67% | 3.22% | 4.29% | 4.05% | 3.55% | 3.37% | 3.34% | 2.94% | 1.97% | |
| Max Increase | 7.91% | 8.24% | 6.47% | 9.57% | 13.34% | 12.90% | 5.38% | 8.18% | 8.96% | 5.33% | 4.98% | |
| Avg Days To Max Increase | 17 | 14 | 13 | 15 | 20 | 19 | 19 | 16 | 13 | 9 | 7 | |
| Avg Max Decline | -0.78% | -1.38% | -0.33% | -0.43% | -0.91% | -0.82% | -0.86% | -1.30% | -0.73% | -1.43% | -0.15% | |
| Max Decline | -2.17% | -3.80% | -0.88% | -1.29% | -2.62% | -2.73% | -2.56% | -2.70% | -3.29% | -3.03% | -0.94% | |
| Avg Days to Max Decline | 8 | 11 | 7 | 3 | 7 | 6 | 8 | 13 | 5 | 7 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
