MRCI Online
|
| ScenarioSM Study for March Japanese Yen(CME) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 22 | 25 | 27 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 10 | 9 | 11 | 13 | 19 | 19 | 16 | 16 | 17 | 13 | 19 | |
| Exceeded High | 6 | 7 | 7 | 11 | 15 | 16 | 13 | 12 | 13 | 9 | 11 | |
| Scenario Percentage | 60% | 78% | 64% | 85% | 79% | 84% | 81% | 75% | 76% | 69% | 58% | |
| Avg Max Increase | 4.29% | 3.73% | 3.74% | 4.96% | 6.33% | 7.07% | 4.93% | 5.14% | 3.98% | 4.82% | 3.21% | |
| Max Increase | 7.46% | 6.77% | 5.90% | 9.66% | 22.51% | 19.42% | 13.74% | 9.66% | 12.81% | 8.91% | 8.35% | |
| Avg Days To Max Increase | 19 | 18 | 16 | 20 | 17 | 20 | 19 | 19 | 15 | 11 | 7 | |
| Avg Max Decline | -0.40% | -1.61% | -1.08% | -1.48% | -0.69% | -0.65% | -1.60% | -0.94% | -0.93% | -0.80% | -0.26% | |
| Max Decline | -0.82% | -3.16% | -2.63% | -3.75% | -3.62% | -2.92% | -6.60% | -3.45% | -4.19% | -2.12% | -0.90% | |
| Avg Days to Max Decline | 7 | 10 | 6 | 12 | 10 | 9 | 10 | 6 | 9 | 5 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
