MRCI Online
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| ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2013 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 25 | 26 | 26 | 26 | 26 | 27 | 27 | 27 | 27 | 27 | 27 | |
| Closed Higher | 12 | 11 | 10 | 9 | 13 | 11 | 15 | 11 | 13 | 9 | 16 | |
| Exceeded High | 7 | 5 | 10 | 7 | 9 | 10 | 12 | 10 | 12 | 7 | 13 | |
| Scenario Percentage | 58% | 45% | 100% | 78% | 69% | 91% | 80% | 91% | 92% | 78% | 81% | |
| Avg Max Increase | 3.40% | 4.91% | 3.92% | 2.63% | 3.17% | 3.16% | 3.07% | 3.72% | 4.11% | 3.64% | 1.61% | |
| Max Increase | 9.23% | 13.23% | 12.46% | 5.33% | 6.34% | 8.79% | 6.44% | 11.75% | 7.79% | 8.31% | 3.39% | |
| Avg Days To Max Increase | 15 | 20 | 14 | 19 | 17 | 14 | 17 | 18 | 21 | 14 | 9 | |
| Avg Max Decline | -0.40% | -1.04% | -0.43% | -0.42% | -0.96% | -0.80% | -1.44% | -0.58% | -1.23% | -0.81% | -0.68% | |
| Max Decline | -1.21% | -2.26% | -2.35% | -1.22% | -2.70% | -3.15% | -2.98% | -1.27% | -3.17% | -1.69% | -2.01% | |
| Avg Days to Max Decline | 2 | 10 | 4 | 9 | 12 | 6 | 8 | 11 | 14 | 6 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
