MRCI Online
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| ScenarioSM Study for June US Dollar Index(ICE) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 15 | 13 | 12 | 11 | 17 | 12 | 18 | 13 | 16 | 9 | 20 | |
| Exceeded High | 9 | 7 | 12 | 9 | 11 | 11 | 13 | 12 | 14 | 7 | 14 | |
| Scenario Percentage | 60% | 54% | 100% | 82% | 65% | 92% | 72% | 92% | 88% | 78% | 70% | |
| Avg Max Increase | 3.39% | 4.37% | 3.83% | 2.88% | 3.40% | 3.42% | 3.25% | 3.69% | 3.69% | 3.46% | 1.27% | |
| Max Increase | 9.23% | 13.23% | 12.46% | 5.33% | 8.65% | 8.79% | 6.44% | 11.75% | 7.79% | 8.31% | 2.62% | |
| Avg Days To Max Increase | 15 | 19 | 16 | 19 | 17 | 15 | 17 | 16 | 20 | 12 | 7 | |
| Avg Max Decline | -0.33% | -0.74% | -0.71% | -0.34% | -1.09% | -0.71% | -1.45% | -0.54% | -1.22% | -0.81% | -0.61% | |
| Max Decline | -1.21% | -2.26% | -2.60% | -1.22% | -2.70% | -3.15% | -2.98% | -1.27% | -3.17% | -1.69% | -2.01% | |
| Avg Days to Max Decline | 2 | 7 | 6 | 8 | 11 | 5 | 7 | 12 | 14 | 6 | 4 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
