MRCI Online
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| ScenarioSM Study for March Japanese Yen(CME) as of Jan 01, 2008 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 19 | 22 | 24 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | 31 |
| Closed Higher | 9 | 8 | 11 | 11 | 17 | 16 | 15 | 13 | 16 | 10 | 17 |
| Exceeded High | 5 | 6 | 7 | 9 | 14 | 13 | 12 | 10 | 12 | 7 | 10 |
| Scenario Percentage | 56% | 75% | 64% | 82% | 82% | 81% | 80% | 77% | 75% | 70% | 59% |
| Avg Max Increase | 4.26% | 3.80% | 3.74% | 4.61% | 6.38% | 6.58% | 4.27% | 4.73% | 3.95% | 4.87% | 2.95% |
| Max Increase | 7.46% | 6.77% | 5.90% | 9.66% | 22.51% | 19.42% | 13.74% | 9.66% | 12.81% | 9.35% | 8.35% |
| Avg Days To Max Increase | 19 | 19 | 16 | 19 | 18 | 18 | 20 | 18 | 14 | 12 | 8 |
| Avg Max Decline | -0.34% | -1.35% | -1.08% | -1.39% | -0.72% | -0.35% | -1.57% | -0.79% | -0.66% | -0.44% | -0.39% |
| Max Decline | -0.82% | -3.09% | -2.63% | -3.75% | -3.62% | -1.77% | -6.60% | -2.00% | -3.58% | -1.00% | -0.90% |
| Avg Days to Max Decline | 9 | 11 | 6 | 13 | 11 | 8 | 10 | 4 | 9 | 2 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
