MRCI Online
|
| ScenarioSM Study for March EuroFX(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 22 | 22 | 22 | 22 | 22 | 22 | 23 | 23 | 23 | 23 | |
| Closed Higher | 11 | 8 | 13 | 10 | 11 | 10 | 10 | 10 | 15 | 8 | 11 | |
| Exceeded High | 9 | 7 | 8 | 10 | 8 | 8 | 9 | 9 | 11 | 7 | 6 | |
| Scenario Percentage | 82% | 88% | 62% | 100% | 73% | 80% | 90% | 90% | 73% | 88% | 55% | |
| Avg Max Increase | 3.36% | 4.08% | 4.26% | 3.01% | 2.86% | 3.81% | 3.56% | 4.94% | 3.03% | 2.38% | 2.08% | |
| Max Increase | 10.46% | 8.80% | 8.32% | 6.26% | 5.57% | 7.34% | 7.01% | 9.97% | 4.59% | 5.58% | 3.16% | |
| Avg Days To Max Increase | 15 | 17 | 20 | 15 | 12 | 21 | 19 | 15 | 9 | 10 | 11 | |
| Avg Max Decline | -0.52% | -0.56% | -1.31% | -1.18% | -0.53% | -1.19% | -1.05% | -0.62% | -1.39% | -1.27% | -0.64% | |
| Max Decline | -2.52% | -1.72% | -3.00% | -3.07% | -2.62% | -2.19% | -2.30% | -1.51% | -3.70% | -2.93% | -1.18% | |
| Avg Days to Max Decline | 6 | 6 | 7 | 14 | 2 | 13 | 10 | 4 | 6 | 8 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
