MRCI Online
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| ScenarioSM Study for December Eurodollars(CME) as of Jan 01, 2008 | |||||||||||
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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 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 |
| Closed Higher | 15 | 14 | 7 | 15 | 13 | 19 | 16 | 19 | 18 | 17 | 12 |
| Exceeded High | 9 | 13 | 6 | 12 | 12 | 15 | 16 | 18 | 16 | 10 | 7 |
| Scenario Percentage | 60% | 93% | 86% | 80% | 92% | 79% | 100% | 95% | 89% | 59% | 58% |
| Avg Max Increase | 0.53% | 0.42% | 0.76% | 0.85% | 0.67% | 0.71% | 0.68% | 0.82% | 0.59% | 0.44% | 0.29% |
| Max Increase | 1.06% | 1.55% | 2.37% | 2.50% | 1.43% | 2.29% | 2.72% | 4.42% | 2.88% | 1.47% | 0.74% |
| Avg Days To Max Increase | 13 | 16 | 19 | 16 | 20 | 15 | 15 | 16 | 14 | 9 | 9 |
| Avg Max Decline | -0.17% | -0.32% | -0.17% | -0.11% | -0.12% | -0.09% | -0.10% | -0.15% | -0.13% | -0.12% | -0.02% |
| Max Decline | -0.39% | -0.96% | -0.40% | -0.47% | -0.60% | -0.39% | -0.34% | -0.76% | -0.45% | -0.60% | -0.11% |
| Avg Days to Max Decline | 5 | 11 | 6 | 5 | 5 | 7 | 6 | 5 | 7 | 9 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
