MRCI Online
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| ScenarioSM Study for September US Dollar Index(ICE) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 34 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 16 | 20 | 14 | 20 | 18 | 19 | 11 | 22 | 15 | 17 | 17 | |
| Exceeded High | 13 | 12 | 12 | 15 | 17 | 15 | 10 | 20 | 14 | 12 | 8 | |
| Scenario Percentage | 81% | 60% | 86% | 75% | 94% | 79% | 91% | 91% | 93% | 71% | 47% | |
| Avg Max Increase | 2.62% | 3.32% | 3.38% | 3.41% | 3.38% | 3.49% | 3.75% | 2.33% | 2.70% | 2.77% | 2.23% | |
| Max Increase | 5.48% | 8.94% | 8.79% | 7.77% | 11.65% | 7.77% | 8.45% | 8.42% | 6.58% | 9.50% | 5.01% | |
| Avg Days To Max Increase | 18 | 17 | 14 | 20 | 19 | 20 | 21 | 14 | 13 | 11 | 9 | |
| Avg Max Decline | -0.50% | -0.92% | -0.64% | -1.33% | -0.55% | -1.07% | -0.67% | -1.53% | -0.58% | -0.66% | -0.26% | |
| Max Decline | -2.39% | -2.09% | -3.13% | -2.62% | -2.93% | -3.11% | -1.58% | -4.18% | -1.20% | -1.51% | -1.37% | |
| Avg Days to Max Decline | 7 | 12 | 5 | 10 | 13 | 14 | 7 | 11 | 8 | 4 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
