Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   33 35 39 44 44 44 44 44 44 44 44
Closed Higher   11 21 24 21 20 25 16 21 21 20 19
Exceeded High   10 18 22 12 16 20 13 15 17 16 12
Scenario Percentage   91% 86% 92% 57% 80% 80% 81% 71% 81% 80% 63%
Avg Max Increase   6.46% 5.13% 3.80% 5.33% 5.25% 3.81% 5.00% 4.18% 4.29% 2.73% 1.72%
Max Increase   18.85% 12.61% 11.13% 12.27% 11.00% 11.11% 14.44% 10.82% 8.87% 4.65% 4.08%
Avg Days To Max Increase   21 17 18 22 18 14 19 20 17 9 6
Avg Max Decline   -0.98% -0.99% -1.01% -0.40% -1.09% -1.62% -1.21% -1.62% -1.52% -1.32% -0.40%
Max Decline   -2.35% -4.88% -4.15% -1.86% -4.07% -4.46% -3.00% -7.31% -3.91% -5.56% -1.20%
Avg Days to Max Decline   11 10 11 3 8 7 12 10 9 5 1
2019 Contract Condition     Yes     Yes Yes         Yes
Action     Yes     Yes Yes         Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   33 35 39 44 44 44 44 44 44 44 44
Closed Lower   22 14 15 23 23 19 28 23 23 23 25
Penetrated Low   16 11 13 18 17 18 22 22 22 17 15
Scenario Percentage   73% 79% 87% 78% 74% 95% 79% 96% 96% 74% 60%
Avg Max Decline   2.95% 4.29% 3.76% 3.30% 4.16% 5.39% 4.42% 3.89% 4.00% 4.48% 1.71%
Max Decline   8.02% 13.36% 8.76% 6.83% 11.57% 12.36% 12.27% 11.84% 8.28% 8.21% 4.09%
Avg Days To Max Decline   14 13 15 18 18 17 16 17 21 13 8
Avg Max Increase   -0.96% -0.89% -1.60% -0.68% -1.49% -0.98% -1.49% -1.28% -1.40% -0.89% -0.58%
Max Increase   -4.02% -3.18% -5.25% -3.39% -5.28% -4.57% -3.82% -5.47% -4.41% -4.15% -1.55%
Avg Days to Max Increase   8 8 10 7 11 5 10 11 10 4 3
2019 Contract Condition   Yes   Yes Yes     Yes Yes Yes Yes  
Action   No   Yes Yes     Yes Yes Yes Not Yet  
High 105.70 104.51 106.27 107.47 104.26 102.96 103.73 104.42 102.06 101.91 101.43 100.14
Low 103.49 102.56 103.16 104.75 101.49 101.07 102.04 101.39 100.18 99.70 98.14 98.16
Close/Last 104.26 104.10 106.00 104.75 101.49 102.04 103.36 101.83 101.24 101.14 98.60 100.09

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php