MRCI Online
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| ScenarioSM Study for September British Pound(CME) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 21 | 24 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 |
| Closed Higher | 9 | 7 | 15 | 13 | 17 | 18 | 20 | 14 | 20 | 18 | 17 |
| Exceeded High | 7 | 6 | 9 | 9 | 12 | 15 | 14 | 12 | 17 | 11 | 11 |
| Scenario Percentage | 78% | 86% | 60% | 69% | 71% | 83% | 70% | 86% | 85% | 61% | 65% |
| Avg Max Increase | 3.46% | 4.65% | 3.47% | 3.19% | 4.18% | 3.89% | 4.65% | 6.44% | 4.16% | 3.26% | 2.38% |
| Max Increase | 6.62% | 9.04% | 7.13% | 8.91% | 9.44% | 12.83% | 12.95% | 12.65% | 13.11% | 10.35% | 7.99% |
| Avg Days To Max Increase | 15 | 16 | 17 | 14 | 15 | 18 | 25 | 22 | 18 | 10 | 9 |
| Avg Max Decline | -0.80% | -1.26% | -0.18% | -0.88% | -0.74% | -1.22% | -0.87% | -1.42% | -0.64% | -1.09% | -0.33% |
| Max Decline | -2.44% | -2.87% | -1.25% | -3.13% | -2.55% | -4.48% | -2.59% | -3.02% | -3.08% | -3.63% | -1.60% |
| Avg Days to Max Decline | 8 | 10 | 3 | 6 | 4 | 6 | 9 | 7 | 9 | 7 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
