MRCI Online
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| ScenarioSM Study for September US Dollar Index(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | 30 | 30 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 13 | 18 | 14 | 18 | 14 | 16 | 9 | 20 | 13 | 16 | 14 | |
| Exceeded High | 11 | 11 | 12 | 13 | 13 | 14 | 8 | 18 | 12 | 11 | 8 | |
| Scenario Percentage | 85% | 61% | 86% | 72% | 93% | 88% | 89% | 90% | 92% | 69% | 57% | |
| Avg Max Increase | 3.02% | 3.57% | 3.38% | 3.09% | 3.37% | 3.63% | 3.99% | 2.40% | 2.80% | 2.96% | 2.52% | |
| Max Increase | 5.48% | 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 | 20 | 17 | 14 | 19 | 17 | 20 | 19 | 13 | 12 | 12 | 11 | |
| Avg Max Decline | -0.47% | -0.93% | -0.64% | -1.32% | -0.31% | -1.11% | -0.80% | -1.55% | -0.54% | -0.60% | -0.47% | |
| Max Decline | -2.39% | -2.09% | -3.13% | -2.62% | -1.12% | -3.11% | -1.58% | -4.18% | -1.20% | -1.51% | -1.50% | |
| Avg Days to Max Decline | 7 | 13 | 5 | 7 | 12 | 14 | 7 | 10 | 6 | 4 | 4 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
