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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September US Dollar Index(ICE) as of Dec 06, 2024
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   37 37 39 39 39 39 39 39 39 39 39
Closed Higher   17 21 14 22 21 21 13 23 17 18 19
Exceeded High   14 13 12 17 20 17 12 20 15 13 11
Scenario Percentage   82% 62% 86% 77% 95% 81% 92% 87% 88% 72% 58%
Avg Max Increase   2.45% 3.15% 3.38% 3.29% 3.42% 3.60% 3.38% 2.33% 2.83% 2.95% 2.21%
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   16 18 14 19 18 19 18 14 14 10 10
Avg Max Decline   -0.45% -0.96% -0.64% -1.27% -0.53% -0.97% -0.75% -1.53% -0.54% -0.70% -0.38%
Max Decline   -2.39% -2.09% -3.13% -2.62% -2.93% -3.11% -1.59% -4.18% -1.20% -1.51% -1.50%
Avg Days to Max Decline   6 15 5 10 11 12 8 11 10 4 3
2024 Contract Condition   Yes     Yes Yes Yes Yes   Yes    
Action   Yes     Yes Yes Yes Yes   No    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   37 37 39 39 39 39 39 39 39 39 39
Closed Lower   20 16 25 17 18 18 26 16 22 21 20
Penetrated Low   13 13 19 14 13 16 19 12 19 17 13
Scenario Percentage   65% 81% 76% 82% 72% 89% 73% 75% 86% 81% 65%
Avg Max Decline   3.89% 3.91% 2.47% 2.85% 3.64% 3.74% 3.11% 3.73% 3.42% 2.14% 2.11%
Max Decline   9.09% 7.55% 7.67% 6.83% 6.82% 7.71% 8.54% 8.15% 7.14% 5.04% 4.13%
Avg Days To Max Decline   22 18 13 16 21 14 14 20 18 11 7
Avg Max Increase   -0.36% -0.49% -0.87% -0.81% -1.09% -0.99% -0.81% -0.79% -0.92% -1.06% -0.23%
Max Increase   -1.30% -1.90% -2.49% -2.74% -5.25% -3.06% -3.44% -2.64% -3.40% -3.11% -1.21%
Avg Days to Max Increase   6 4 8 8 11 7 6 6 7 6 1
2024 Contract Condition     Yes Yes         Yes   Yes Yes
Action     Yes No         Yes   Yes Not Yet
High 105.705 106.070 106.085 103.107 102.805 104.185 104.000 105.950 106.015 105.800 105.740 104.235
Low 104.158 104.790 101.650 100.070 101.290 102.257 101.978 103.355 103.590 103.250 103.340 100.400
Close/Last 105.195 105.875 102.387 100.445 102.480 103.378 103.890 105.720 104.247 105.545 103.860 101.625

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Newsflash

Seasonal sell-offs and weather risks create opportunity. COT report tips the odds. Will you play it safe or go big? https://tinyurl.com/z7ss6f64