MRCI Online
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| ScenarioSM Study for March Eurodollars(CME) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 36 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 20 | 19 | 24 | 22 | 27 | 26 | 25 | 17 | 20 | 20 | 18 | |
| Exceeded High | 18 | 16 | 19 | 20 | 25 | 25 | 17 | 14 | 18 | 14 | 11 | |
| Scenario Percentage | 90% | 84% | 79% | 91% | 93% | 96% | 68% | 82% | 90% | 70% | 61% | |
| Avg Max Increase | 0.63% | 0.61% | 0.65% | 0.65% | 0.65% | 0.50% | 0.59% | 0.73% | 0.37% | 0.21% | 0.13% | |
| Max Increase | 2.51% | 1.65% | 2.42% | 2.18% | 4.13% | 3.01% | 1.74% | 1.83% | 1.05% | 0.79% | 0.58% | |
| Avg Days To Max Increase | 17 | 18 | 16 | 18 | 16 | 13 | 19 | 18 | 16 | 9 | 7 | |
| Avg Max Decline | -0.08% | -0.15% | -0.10% | -0.09% | -0.17% | -0.12% | -0.07% | -0.13% | -0.13% | -0.05% | -0.03% | |
| Max Decline | -0.24% | -0.75% | -0.51% | -0.29% | -0.96% | -0.54% | -0.23% | -0.54% | -0.83% | -0.16% | -0.13% | |
| Avg Days to Max Decline | 8 | 6 | 9 | 9 | 9 | 5 | 7 | 6 | 8 | 5 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
