MRCI Online
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| ScenarioSM Study for March British Pound(CME) as of May 17, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 34 | 39 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 9 | 22 | 24 | 17 | 24 | 23 | 20 | 23 | 18 | 20 | |
| Exceeded High | 17 | 7 | 16 | 17 | 12 | 17 | 18 | 18 | 14 | 12 | 9 | |
| Scenario Percentage | 71% | 78% | 73% | 71% | 71% | 71% | 78% | 90% | 61% | 67% | 45% | |
| Avg Max Increase | 2.98% | 4.69% | 3.28% | 2.86% | 3.54% | 4.72% | 4.33% | 3.42% | 3.42% | 3.00% | 2.20% | |
| Max Increase | 12.74% | 12.78% | 11.10% | 6.15% | 7.31% | 13.69% | 9.95% | 8.88% | 7.68% | 6.15% | 5.08% | |
| Avg Days To Max Increase | 20 | 18 | 16 | 14 | 12 | 17 | 15 | 20 | 18 | 11 | 9 | |
| Avg Max Decline | -1.35% | -0.99% | -0.77% | -1.74% | -0.50% | -0.78% | -0.91% | -1.27% | -0.74% | -0.93% | -0.66% | |
| Max Decline | -4.03% | -2.83% | -2.84% | -8.60% | -2.75% | -3.41% | -2.84% | -4.03% | -1.88% | -2.66% | -2.36% | |
| Avg Days to Max Decline | 15 | 8 | 8 | 9 | 9 | 10 | 6 | 10 | 6 | 7 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
