MRCI Online
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| ScenarioSM Study for September US Dollar Index(ICE) as of Dec 27, 2023 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 36 | 36 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 16 | 21 | 14 | 21 | 20 | 20 | 12 | 23 | 16 | 18 | 19 | |
| Exceeded High | 13 | 13 | 12 | 16 | 19 | 16 | 11 | 20 | 15 | 13 | 11 | |
| Scenario Percentage | 81% | 62% | 86% | 76% | 95% | 80% | 92% | 87% | 94% | 72% | 58% | |
| Avg Max Increase | 2.62% | 3.15% | 3.38% | 3.39% | 3.46% | 3.69% | 3.66% | 2.33% | 2.83% | 2.95% | 2.21% | |
| Max Increase | 5.48% | 8.94% | 8.79% | 7.77% | 11.65% | 7.77% | 8.45% | 8.42% | 6.58% | 9.50% | 5.01% | |
| Avg Days To Max Increase | 18 | 18 | 14 | 19 | 19 | 20 | 20 | 14 | 14 | 10 | 10 | |
| Avg Max Decline | -0.50% | -0.96% | -0.64% | -1.34% | -0.49% | -1.00% | -0.75% | -1.53% | -0.54% | -0.70% | -0.38% | |
| Max Decline | -2.39% | -2.09% | -3.13% | -2.62% | -2.93% | -3.11% | -1.59% | -4.18% | -1.20% | -1.51% | -1.50% | |
| Avg Days to Max Decline | 7 | 15 | 5 | 10 | 12 | 13 | 9 | 11 | 10 | 4 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
