MRCI Online
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| ScenarioSM Study for September EuroFX(CME) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 21 | 21 | 22 | 22 | 22 | 22 | 22 | 22 | 22 | 22 | |
| Closed Higher | 10 | 8 | 13 | 8 | 10 | 10 | 11 | 8 | 13 | 11 | 11 | |
| Exceeded High | 9 | 6 | 9 | 7 | 8 | 9 | 9 | 7 | 9 | 10 | 7 | |
| Scenario Percentage | 90% | 75% | 69% | 88% | 80% | 90% | 82% | 88% | 69% | 91% | 64% | |
| Avg Max Increase | 3.38% | 4.91% | 3.02% | 2.78% | 3.97% | 5.28% | 3.58% | 4.30% | 4.02% | 2.32% | 2.08% | |
| Max Increase | 7.08% | 9.54% | 4.49% | 6.78% | 7.66% | 9.76% | 11.14% | 9.75% | 8.77% | 5.75% | 4.67% | |
| Avg Days To Max Increase | 22 | 22 | 12 | 18 | 21 | 20 | 15 | 17 | 19 | 9 | 7 | |
| Avg Max Decline | -0.77% | -0.53% | -1.40% | -1.49% | -0.98% | -1.37% | -0.74% | -0.83% | -1.24% | -0.94% | -0.78% | |
| 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 | 9 | 6 | 9 | 13 | 7 | 8 | 4 | 6 | 6 | 7 | 2 | |
| 2020 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.
