MRCI Online
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| ScenarioSM Study for September EuroFX(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 18 | 19 | 19 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | |
| Closed Higher | 9 | 8 | 11 | 8 | 10 | 10 | 11 | 7 | 11 | 10 | 10 | |
| Exceeded High | 8 | 6 | 8 | 7 | 8 | 9 | 9 | 6 | 8 | 9 | 6 | |
| Scenario Percentage | 89% | 75% | 73% | 88% | 80% | 90% | 82% | 86% | 73% | 90% | 60% | |
| Avg Max Increase | 3.74% | 4.91% | 3.28% | 2.78% | 3.97% | 5.28% | 3.58% | 3.82% | 3.72% | 2.42% | 2.40% | |
| Max Increase | 7.08% | 9.54% | 4.49% | 6.78% | 7.66% | 9.76% | 11.14% | 9.75% | 8.77% | 6.21% | 4.69% | |
| Avg Days To Max Increase | 21 | 22 | 12 | 18 | 21 | 20 | 15 | 15 | 19 | 11 | 10 | |
| Avg Max Decline | -0.69% | -0.53% | -1.45% | -1.49% | -0.98% | -1.37% | -0.74% | -0.97% | -1.34% | -0.95% | -0.86% | |
| Max Decline | -2.07% | -1.46% | -3.84% | -2.98% | -2.74% | -3.12% | -2.77% | -2.07% | -3.04% | -2.49% | -2.83% | |
| Avg Days to Max Decline | 7 | 6 | 10 | 13 | 7 | 8 | 4 | 7 | 6 | 7 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
