MRCI Online
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| ScenarioSM Study for December US Dollar Index(ICE) as of Dec 31, 2010 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 24 | 24 | 24 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 15 | 11 | 11 | 9 | 14 | 12 | 13 | 10 | 9 | 8 | 12 | |
| Exceeded High | 12 | 9 | 10 | 8 | 12 | 11 | 8 | 5 | 9 | 6 | 6 | |
| Scenario Percentage | 80% | 82% | 91% | 89% | 86% | 92% | 62% | 50% | 100% | 75% | 50% | |
| Avg Max Increase | 2.92% | 2.57% | 3.91% | 3.75% | 2.61% | 2.82% | 3.50% | 5.14% | 4.52% | 2.95% | 0.88% | |
| Max Increase | 6.39% | 5.08% | 7.42% | 8.00% | 8.36% | 6.64% | 9.61% | 13.53% | 12.46% | 4.08% | 1.63% | |
| Avg Days To Max Increase | 19 | 17 | 19 | 18 | 10 | 14 | 14 | 20 | 18 | 14 | 5 | |
| Avg Max Decline | -1.19% | -0.41% | -0.83% | -0.73% | -0.83% | -0.34% | -0.53% | -1.17% | -0.73% | -0.87% | -0.33% | |
| Max Decline | -2.60% | -1.06% | -2.76% | -1.59% | -2.17% | -0.91% | -1.43% | -2.47% | -2.13% | -2.19% | -1.05% | |
| Avg Days to Max Decline | 7 | 11 | 12 | 8 | 6 | 6 | 4 | 9 | 4 | 3 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
