MRCI Online
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| ScenarioSM Study for December EuroFX(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | |
| Closed Higher | 5 | 8 | 7 | 6 | 6 | 7 | 6 | 8 | 9 | 8 | 8 | |
| Exceeded High | 4 | 6 | 7 | 3 | 4 | 4 | 6 | 6 | 7 | 7 | 6 | |
| Scenario Percentage | 80% | 75% | 100% | 50% | 67% | 57% | 100% | 75% | 78% | 88% | 75% | |
| Avg Max Increase | 4.01% | 4.24% | 5.59% | 6.87% | 4.04% | 3.90% | 4.05% | 3.62% | 4.10% | 3.48% | 2.11% | |
| Max Increase | 6.48% | 7.39% | 9.72% | 10.97% | 9.55% | 8.58% | 6.59% | 5.58% | 7.26% | 5.35% | 3.26% | |
| Avg Days To Max Increase | 21 | 24 | 21 | 23 | 17 | 20 | 17 | 15 | 19 | 13 | 11 | |
| Avg Max Decline | -1.28% | -0.98% | -1.15% | -0.29% | -1.33% | -1.11% | -1.29% | -0.97% | -1.35% | -0.83% | -0.51% | |
| Max Decline | -2.89% | -2.54% | -2.95% | -0.63% | -2.69% | -2.01% | -3.54% | -2.82% | -2.19% | -2.33% | -0.95% | |
| Avg Days to Max Decline | 12 | 6 | 9 | 1 | 9 | 4 | 14 | 4 | 13 | 8 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | No | Yes | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
