MRCI Online
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| ScenarioSM Study for September Japanese Yen(CME) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 37 | 39 | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 16 | 17 | 17 | 24 | 18 | 22 | 19 | 20 | 21 | 23 | |
| Exceeded High | 13 | 13 | 12 | 11 | 18 | 14 | 16 | 16 | 12 | 17 | 14 | |
| Scenario Percentage | 93% | 81% | 71% | 65% | 75% | 78% | 73% | 84% | 60% | 81% | 61% | |
| Avg Max Increase | 3.93% | 4.04% | 3.62% | 4.51% | 6.06% | 4.14% | 4.13% | 4.11% | 4.78% | 3.14% | 2.56% | |
| Max Increase | 13.76% | 8.75% | 13.24% | 10.42% | 19.60% | 10.41% | 10.48% | 15.22% | 10.40% | 7.20% | 8.13% | |
| Avg Days To Max Increase | 19 | 19 | 12 | 17 | 17 | 17 | 13 | 17 | 19 | 11 | 9 | |
| Avg Max Decline | -1.20% | -0.70% | -0.69% | -1.36% | -0.77% | -0.96% | -1.06% | -1.30% | -1.36% | -1.35% | -0.48% | |
| Max Decline | -6.14% | -3.06% | -2.73% | -6.03% | -3.10% | -3.16% | -4.26% | -4.06% | -2.72% | -3.97% | -2.67% | |
| Avg Days to Max Decline | 12 | 7 | 13 | 13 | 7 | 7 | 8 | 7 | 14 | 5 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | No | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
