MRCI Online
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| ScenarioSM Study for June EuroFX(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 17 | 17 | 17 | 17 | 18 | 18 | 19 | 19 | 19 | 19 | 19 | |
| Closed Higher | 8 | 8 | 10 | 9 | 7 | 10 | 7 | 10 | 9 | 11 | 7 | |
| Exceeded High | 8 | 6 | 8 | 8 | 5 | 6 | 6 | 8 | 9 | 9 | 6 | |
| Scenario Percentage | 100% | 75% | 80% | 89% | 71% | 60% | 86% | 80% | 100% | 82% | 86% | |
| Avg Max Increase | 3.22% | 3.40% | 3.69% | 3.89% | 5.08% | 3.88% | 3.19% | 4.04% | 5.33% | 2.88% | 1.69% | |
| Max Increase | 6.39% | 5.50% | 7.34% | 7.06% | 9.95% | 4.57% | 6.98% | 7.84% | 9.75% | 7.18% | 3.39% | |
| Avg Days To Max Increase | 17 | 14 | 19 | 20 | 21 | 10 | 19 | 21 | 20 | 11 | 10 | |
| Avg Max Decline | -1.16% | -0.72% | -1.05% | -0.89% | -0.65% | -1.67% | -1.56% | -1.07% | -1.38% | -0.77% | -0.68% | |
| Max Decline | -2.98% | -2.62% | -1.93% | -2.17% | -1.13% | -3.69% | -2.99% | -2.73% | -3.07% | -2.80% | -1.31% | |
| Avg Days to Max Decline | 16 | 3 | 12 | 7 | 6 | 6 | 13 | 7 | 8 | 4 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
