MRCI Online
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| ScenarioSM Study for June Eurodollars(CME) as of Oct 06, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 42 | 42 | 42 | |
| Closed Higher | 26 | 28 | 27 | 24 | 20 | 22 | 24 | 18 | 18 | 22 | 22 | |
| Exceeded High | 23 | 25 | 25 | 17 | 18 | 20 | 18 | 16 | 12 | 18 | 10 | |
| Scenario Percentage | 88% | 89% | 93% | 71% | 90% | 91% | 75% | 89% | 67% | 82% | 45% | |
| Avg Max Increase | 0.63% | 0.67% | 0.61% | 0.65% | 0.67% | 0.45% | 0.36% | 0.32% | 0.48% | 0.36% | 0.18% | |
| Max Increase | 2.01% | 3.61% | 2.75% | 1.62% | 1.91% | 1.11% | 1.29% | 1.41% | 2.24% | 1.69% | 0.40% | |
| Avg Days To Max Increase | 16 | 16 | 15 | 18 | 15 | 18 | 15 | 18 | 19 | 13 | 9 | |
| Avg Max Decline | -0.10% | -0.19% | -0.11% | -0.06% | -0.11% | -0.17% | -0.12% | -0.09% | -0.09% | -0.06% | -0.02% | |
| Max Decline | -0.40% | -1.49% | -0.55% | -0.27% | -0.47% | -0.76% | -0.75% | -0.43% | -0.30% | -0.64% | -0.15% | |
| Avg Days to Max Decline | 9 | 9 | 6 | 4 | 7 | 8 | 9 | 7 | 7 | 2 | 1 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | No | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
