MRCI Online
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| ScenarioSM Study for September Australian Dollar(CME) as of Jan 01, 2008 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 10 | 10 | 10 | 15 | 16 | 18 | 21 | 21 | 21 | 21 | 21 |
| Closed Higher | 6 | 7 | 4 | 7 | 10 | 9 | 14 | 8 | 10 | 10 | 12 |
| Exceeded High | 6 | 5 | 4 | 5 | 9 | 7 | 13 | 8 | 8 | 8 | 7 |
| Scenario Percentage | 100% | 71% | 100% | 71% | 90% | 78% | 93% | 100% | 80% | 80% | 58% |
| Avg Max Increase | 4.11% | 4.86% | 3.17% | 4.23% | 4.45% | 5.35% | 4.24% | 2.71% | 3.28% | 2.62% | 1.98% |
| Max Increase | 6.89% | 8.30% | 6.67% | 5.30% | 9.71% | 9.56% | 9.28% | 6.14% | 6.46% | 5.75% | 2.86% |
| Avg Days To Max Increase | 21 | 13 | 14 | 16 | 19 | 20 | 19 | 12 | 16 | 13 | 12 |
| Avg Max Decline | -0.39% | -0.61% | -0.67% | -0.10% | -0.89% | -0.82% | -0.75% | -0.65% | -0.70% | -0.90% | -0.63% |
| Max Decline | -1.77% | -3.21% | -3.03% | -0.83% | -3.25% | -1.82% | -4.12% | -1.97% | -2.00% | -1.61% | -2.16% |
| Avg Days to Max Decline | 4 | 8 | 12 | 4 | 11 | 4 | 6 | 6 | 6 | 11 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
