MRCI Online
|
| ScenarioSM Study for December Swiss Franc(CME) as of Jun 23, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 39 | 41 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 19 | 18 | 18 | 20 | 26 | 19 | 22 | 26 | 22 | 21 | |
| Exceeded High | 12 | 13 | 14 | 15 | 15 | 20 | 18 | 17 | 22 | 15 | 16 | |
| Scenario Percentage | 80% | 68% | 78% | 83% | 75% | 77% | 95% | 77% | 85% | 68% | 76% | |
| Avg Max Increase | 4.83% | 4.22% | 4.69% | 3.13% | 5.25% | 5.98% | 5.57% | 5.64% | 4.04% | 3.98% | 2.04% | |
| Max Increase | 14.24% | 11.04% | 8.65% | 9.43% | 14.68% | 18.56% | 18.03% | 11.77% | 11.82% | 9.17% | 3.63% | |
| Avg Days To Max Increase | 17 | 19 | 16 | 17 | 20 | 15 | 20 | 17 | 17 | 11 | 8 | |
| Avg Max Decline | -1.16% | -1.40% | -1.59% | -1.58% | -1.08% | -0.97% | -1.68% | -1.25% | -1.47% | -0.81% | -0.56% | |
| Max Decline | -2.87% | -7.48% | -3.53% | -5.96% | -4.30% | -3.49% | -7.31% | -5.63% | -4.51% | -2.12% | -2.23% | |
| Avg Days to Max Decline | 11 | 8 | 10 | 9 | 8 | 9 | 13 | 6 | 10 | 3 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Yes | ||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
