MRCI Online
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| ScenarioSM Study for September Swiss Franc(CME) as of Jan 21, 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 | 31 | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 19 | 26 | 16 | 20 | 20 | 20 | 20 | 27 | 20 | 23 | |
| Exceeded High | 10 | 15 | 22 | 13 | 14 | 16 | 17 | 15 | 20 | 19 | 15 | |
| Scenario Percentage | 67% | 79% | 85% | 81% | 70% | 80% | 85% | 75% | 74% | 95% | 65% | |
| Avg Max Increase | 3.47% | 5.04% | 3.24% | 4.99% | 4.31% | 4.37% | 3.17% | 5.59% | 6.23% | 4.04% | 2.42% | |
| Max Increase | 5.72% | 11.22% | 11.41% | 14.48% | 10.90% | 8.85% | 9.51% | 14.97% | 18.98% | 11.71% | 6.57% | |
| Avg Days To Max Increase | 19 | 16 | 14 | 18 | 20 | 15 | 17 | 20 | 16 | 12 | 8 | |
| Avg Max Decline | -0.40% | -0.84% | -1.30% | -1.29% | -1.48% | -1.58% | -1.58% | -0.89% | -0.75% | -1.38% | -0.65% | |
| Max Decline | -1.86% | -4.06% | -4.22% | -2.92% | -7.41% | -3.95% | -6.04% | -2.46% | -2.75% | -3.70% | -2.58% | |
| Avg Days to Max Decline | 5 | 7 | 9 | 11 | 11 | 9 | 7 | 8 | 6 | 7 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
