MRCI Online
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| ScenarioSM Study for June US Dollar Index(ICE) as of Sep 16, 2022 | ||||||||||||
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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 | 34 | 36 | 36 | 36 | 36 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 16 | 17 | 17 | 15 | 21 | 13 | 21 | 19 | 20 | 12 | 22 | |
| Exceeded High | 10 | 11 | 15 | 13 | 15 | 12 | 16 | 18 | 16 | 10 | 14 | |
| Scenario Percentage | 63% | 65% | 88% | 87% | 71% | 92% | 76% | 95% | 80% | 83% | 64% | |
| Avg Max Increase | 3.19% | 3.51% | 3.59% | 2.54% | 2.79% | 3.26% | 3.50% | 3.70% | 3.75% | 3.10% | 1.27% | |
| Max Increase | 9.23% | 13.23% | 12.46% | 5.46% | 8.65% | 8.79% | 7.35% | 11.75% | 7.79% | 8.31% | 2.62% | |
| Avg Days To Max Increase | 17 | 21 | 16 | 16 | 17 | 14 | 18 | 18 | 20 | 15 | 7 | |
| Avg Max Decline | -0.38% | -0.85% | -0.66% | -0.52% | -1.18% | -0.62% | -1.48% | -0.68% | -1.10% | -0.67% | -0.61% | |
| Max Decline | -1.21% | -2.26% | -2.60% | -2.54% | -2.70% | -3.15% | -2.98% | -3.33% | -3.17% | -1.69% | -2.01% | |
| Avg Days to Max Decline | 3 | 9 | 8 | 7 | 15 | 5 | 11 | 11 | 13 | 6 | 4 | |
| 2022 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.
