MRCI Online
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| ScenarioSM Study for June Australian Dollar(CME) as of Jan 01, 2010 | |||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 11 | 11 | 12 | 17 | 19 | 19 | 21 | 23 | 23 | 23 | 23 |
| Closed Higher | 3 | 4 | 6 | 11 | 11 | 10 | 9 | 15 | 12 | 16 | 10 |
| Exceeded High | 3 | 3 | 5 | 9 | 9 | 7 | 7 | 13 | 9 | 14 | 8 |
| Scenario Percentage | 100% | 75% | 83% | 82% | 82% | 70% | 78% | 87% | 75% | 88% | 80% |
| Avg Max Increase | 3.00% | 6.19% | 6.21% | 3.98% | 3.69% | 3.25% | 4.12% | 4.92% | 6.28% | 4.57% | 1.72% |
| Max Increase | 4.67% | 9.57% | 9.22% | 7.04% | 8.54% | 7.74% | 6.06% | 15.17% | 15.68% | 13.56% | 3.48% |
| Avg Days To Max Increase | 21 | 29 | 19 | 20 | 16 | 18 | 16 | 22 | 22 | 9 | 4 |
| Avg Max Decline | -3.69% | -1.83% | -0.59% | -0.57% | -0.77% | -1.33% | -0.37% | -1.39% | -0.91% | -0.66% | -0.30% |
| Max Decline | -8.29% | -2.11% | -1.52% | -1.58% | -3.20% | -3.73% | -1.05% | -5.42% | -1.83% | -1.99% | -1.19% |
| Avg Days to Max Decline | 27 | 5 | 7 | 6 | 6 | 12 | 4 | 9 | 7 | 4 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
