MRCI Online
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| ScenarioSM Study for March Japanese Yen(CME) as of Jun 08, 2020 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 32 | 35 | 37 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 15 | 15 | 18 | 19 | 25 | 23 | 18 | 18 | 22 | 20 | 25 | |
| Exceeded High | 10 | 12 | 12 | 17 | 18 | 18 | 15 | 14 | 17 | 14 | 15 | |
| Scenario Percentage | 67% | 80% | 67% | 89% | 72% | 78% | 83% | 78% | 77% | 70% | 60% | |
| Avg Max Increase | 3.57% | 2.84% | 3.99% | 3.95% | 5.73% | 6.58% | 4.46% | 4.78% | 3.83% | 4.04% | 3.05% | |
| 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 | 17 | 18 | 18 | 17 | 18 | 18 | 19 | 20 | 13 | 9 | 8 | |
| Avg Max Decline | -0.89% | -1.30% | -1.36% | -1.41% | -0.92% | -0.64% | -1.55% | -1.01% | -0.95% | -0.96% | -0.44% | |
| Max Decline | -3.95% | -3.16% | -3.72% | -3.75% | -3.68% | -2.92% | -6.60% | -3.45% | -4.19% | -3.56% | -1.88% | |
| Avg Days to Max Decline | 14 | 8 | 12 | 9 | 13 | 9 | 9 | 7 | 10 | 5 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
