|
ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2010 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 22 | 23 | 23 | 23 | 23 | 24 | 24 | 24 | 24 | 24 | 24 |
Closed Higher | 12 | 10 | 9 | 9 | 11 | 9 | 14 | 10 | 11 | 8 | 13 |
Exceeded High | 7 | 5 | 9 | 7 | 8 | 8 | 11 | 9 | 10 | 6 | 11 |
Scenario Percentage | 58% | 50% | 100% | 78% | 73% | 89% | 79% | 90% | 91% | 75% | 85% |
Avg Max Increase | 3.40% | 4.91% | 4.22% | 2.63% | 3.09% | 3.25% | 3.06% | 3.84% | 3.63% | 2.83% | 1.49% |
Max Increase | 9.23% | 13.23% | 12.46% | 5.33% | 6.34% | 8.79% | 6.44% | 11.75% | 7.13% | 5.84% | 3.26% |
Avg Days To Max Increase | 15 | 20 | 16 | 19 | 18 | 13 | 17 | 17 | 21 | 16 | 10 |
Avg Max Decline | -0.40% | -1.04% | -0.60% | -0.42% | -1.07% | -0.67% | -1.49% | -0.51% | -1.28% | -0.92% | -0.72% |
Max Decline | -1.21% | -2.26% | -2.35% | -1.22% | -2.70% | -3.15% | -2.98% | -1.04% | -3.17% | -1.69% | -2.01% |
Avg Days to Max Decline | 2 | 10 | 5 | 9 | 13 | 5 | 8 | 11 | 13 | 6 | 5 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |