MRCI Online
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| ScenarioSM Study for March EuroFX(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 19 | 19 | 19 | 19 | |
| Closed Higher | 10 | 6 | 10 | 8 | 9 | 10 | 9 | 8 | 11 | 7 | 11 | |
| Exceeded High | 8 | 5 | 6 | 8 | 6 | 8 | 8 | 7 | 8 | 6 | 6 | |
| Scenario Percentage | 80% | 83% | 60% | 100% | 67% | 80% | 89% | 88% | 73% | 86% | 55% | |
| Avg Max Increase | 3.20% | 3.30% | 3.74% | 3.30% | 3.47% | 3.81% | 3.95% | 5.18% | 3.40% | 2.55% | 1.98% | |
| Max Increase | 10.46% | 8.80% | 8.32% | 6.26% | 5.57% | 7.34% | 7.01% | 9.97% | 4.59% | 5.28% | 2.86% | |
| Avg Days To Max Increase | 13 | 11 | 20 | 18 | 15 | 21 | 17 | 15 | 9 | 9 | 10 | |
| Avg Max Decline | -0.52% | -0.57% | -1.52% | -1.20% | -0.58% | -1.19% | -0.97% | -0.56% | -1.64% | -1.20% | -0.64% | |
| Max Decline | -2.52% | -1.72% | -3.00% | -3.07% | -2.62% | -2.19% | -2.30% | -1.16% | -3.70% | -2.93% | -1.18% | |
| Avg Days to Max Decline | 5 | 4 | 8 | 15 | 3 | 13 | 8 | 3 | 6 | 8 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
