MRCI Online
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| ScenarioSM Study for December US Dollar Index(ICE) as of Jan 01, 2007 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 20 | 20 | 20 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 |
| Closed Higher | 12 | 9 | 10 | 7 | 11 | 11 | 12 | 7 | 8 | 7 | 10 |
| Exceeded High | 10 | 7 | 9 | 6 | 9 | 11 | 7 | 4 | 8 | 5 | 6 |
| Scenario Percentage | 83% | 78% | 90% | 86% | 82% | 100% | 58% | 57% | 100% | 71% | 60% |
| Avg Max Increase | 2.86% | 2.78% | 3.52% | 3.32% | 2.93% | 2.82% | 2.62% | 3.04% | 3.53% | 2.87% | 0.89% |
| Max Increase | 6.39% | 5.08% | 6.68% | 7.15% | 8.36% | 6.64% | 6.82% | 5.86% | 10.71% | 4.08% | 1.63% |
| Avg Days To Max Increase | 20 | 18 | 19 | 20 | 10 | 14 | 15 | 18 | 18 | 13 | 6 |
| Avg Max Decline | -1.22% | -0.46% | -0.78% | -0.89% | -0.97% | -0.34% | -0.61% | -0.84% | -0.78% | -0.61% | -0.33% |
| Max Decline | -2.60% | -1.05% | -2.76% | -1.59% | -2.17% | -0.91% | -1.43% | -1.52% | -2.13% | -1.13% | -1.05% |
| Avg Days to Max Decline | 8 | 12 | 12 | 6 | 7 | 6 | 5 | 6 | 4 | 3 | 2 |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
