MRCI Online
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| ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2016 | ||||||||||||
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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 | 28 | 29 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 14 | 13 | 11 | 10 | 16 | 12 | 17 | 13 | 16 | 9 | 19 | |
| Exceeded High | 8 | 7 | 11 | 8 | 10 | 11 | 13 | 12 | 14 | 7 | 14 | |
| Scenario Percentage | 57% | 54% | 100% | 80% | 63% | 92% | 76% | 92% | 88% | 78% | 74% | |
| Avg Max Increase | 3.70% | 4.37% | 3.83% | 2.82% | 3.71% | 3.42% | 3.25% | 3.69% | 3.69% | 3.61% | 1.46% | |
| Max Increase | 9.23% | 13.23% | 12.46% | 5.33% | 8.65% | 8.79% | 6.44% | 11.75% | 7.79% | 8.31% | 3.26% | |
| Avg Days To Max Increase | 16 | 19 | 15 | 21 | 18 | 15 | 17 | 16 | 20 | 14 | 9 | |
| Avg Max Decline | -0.38% | -0.74% | -0.54% | -0.36% | -0.94% | -0.71% | -1.45% | -0.54% | -1.22% | -0.81% | -0.64% | |
| 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 | 7 | 5 | 9 | 12 | 5 | 7 | 12 | 14 | 6 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
