MRCI Online
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| ScenarioSM Study for March Swiss Franc(CME) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 35 | 39 | 41 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 13 | 17 | 21 | 19 | 23 | 28 | 22 | 20 | 25 | 16 | 22 | |
| Exceeded High | 12 | 12 | 15 | 17 | 19 | 25 | 14 | 16 | 20 | 12 | 10 | |
| Scenario Percentage | 92% | 71% | 71% | 89% | 83% | 89% | 64% | 80% | 80% | 75% | 45% | |
| Avg Max Increase | 3.19% | 4.99% | 6.45% | 5.89% | 5.50% | 4.09% | 5.11% | 5.33% | 3.83% | 5.26% | 3.21% | |
| Max Increase | 8.78% | 11.71% | 18.21% | 18.60% | 12.10% | 11.46% | 12.15% | 10.90% | 10.55% | 13.30% | 9.13% | |
| Avg Days To Max Increase | 17 | 18 | 19 | 21 | 17 | 18 | 20 | 17 | 15 | 14 | 11 | |
| Avg Max Decline | -1.44% | -0.56% | -0.87% | -1.68% | -1.11% | -1.42% | -0.81% | -1.17% | -1.78% | -1.07% | -0.84% | |
| Max Decline | -5.72% | -2.32% | -2.99% | -7.22% | -5.77% | -4.34% | -1.92% | -4.09% | -4.56% | -2.70% | -2.07% | |
| Avg Days to Max Decline | 9 | 5 | 7 | 14 | 7 | 10 | 4 | 7 | 9 | 8 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
