MRCI Online
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| ScenarioSM Study for June EuroFX(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 13 | 13 | 13 | 13 | 14 | 14 | 15 | 15 | 15 | 15 | 15 | |
| Closed Higher | 6 | 7 | 8 | 8 | 7 | 8 | 6 | 8 | 7 | 7 | 6 | |
| Exceeded High | 6 | 6 | 7 | 7 | 5 | 5 | 5 | 6 | 7 | 5 | 5 | |
| Scenario Percentage | 100% | 86% | 88% | 88% | 71% | 63% | 83% | 75% | 100% | 71% | 83% | |
| Avg Max Increase | 3.78% | 3.40% | 3.91% | 4.14% | 5.08% | 3.74% | 3.69% | 4.41% | 5.83% | 3.67% | 1.95% | |
| Max Increase | 6.39% | 5.50% | 7.34% | 7.06% | 9.95% | 4.25% | 6.98% | 7.84% | 9.75% | 7.18% | 3.39% | |
| Avg Days To Max Increase | 17 | 14 | 18 | 20 | 21 | 10 | 17 | 24 | 22 | 12 | 9 | |
| Avg Max Decline | -1.08% | -0.72% | -1.15% | -0.71% | -0.65% | -1.72% | -1.28% | -1.12% | -1.40% | -0.82% | -0.66% | |
| Max Decline | -2.98% | -2.62% | -1.93% | -2.15% | -1.13% | -3.69% | -2.92% | -2.73% | -3.07% | -2.80% | -1.31% | |
| Avg Days to Max Decline | 14 | 3 | 12 | 7 | 6 | 7 | 9 | 6 | 5 | 4 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
