MRCI Online
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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 28 | 28 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 11 | 16 | 13 | 17 | 13 | 16 | 9 | 19 | 12 | 16 | 13 | |
| Exceeded High | 9 | 10 | 11 | 13 | 12 | 14 | 8 | 17 | 11 | 11 | 8 | |
| Scenario Percentage | 82% | 63% | 85% | 76% | 92% | 88% | 89% | 89% | 92% | 69% | 62% | |
| Avg Max Increase | 2.68% | 3.71% | 3.55% | 3.09% | 3.56% | 3.63% | 3.99% | 2.43% | 2.92% | 2.92% | 2.41% | |
| Max Increase | 5.41% | 8.94% | 8.79% | 6.46% | 11.65% | 7.77% | 8.45% | 8.42% | 6.58% | 9.50% | 5.01% | |
| Avg Days To Max Increase | 19 | 19 | 15 | 19 | 18 | 20 | 19 | 12 | 11 | 11 | 10 | |
| Avg Max Decline | -0.30% | -0.83% | -0.73% | -1.32% | -0.35% | -1.11% | -0.80% | -1.47% | -0.51% | -0.60% | -0.29% | |
| Max Decline | -1.29% | -2.09% | -3.13% | -2.62% | -1.12% | -3.11% | -1.58% | -4.18% | -1.20% | -1.51% | -1.37% | |
| Avg Days to Max Decline | 8 | 13 | 5 | 7 | 13 | 14 | 7 | 10 | 6 | 4 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
