MRCI Online
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| ScenarioSM Study for December US Dollar Index(ICE) as of Jan 01, 2009 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 22 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 13 | 9 | 10 | 8 | 13 | 11 | 13 | 9 | 9 | 8 | 11 | |
| Exceeded High | 10 | 7 | 9 | 7 | 11 | 11 | 8 | 5 | 9 | 6 | 6 | |
| Scenario Percentage | 77% | 78% | 90% | 88% | 85% | 100% | 62% | 56% | 100% | 75% | 55% | |
| Avg Max Increase | 2.86% | 2.78% | 3.52% | 3.14% | 2.66% | 2.82% | 3.50% | 5.14% | 4.52% | 2.95% | 0.89% | |
| Max Increase | 6.39% | 5.08% | 6.68% | 7.15% | 8.36% | 6.64% | 9.61% | 13.53% | 12.46% | 4.08% | 1.63% | |
| Avg Days To Max Increase | 20 | 18 | 19 | 19 | 10 | 14 | 14 | 20 | 18 | 14 | 6 | |
| Avg Max Decline | -1.22% | -0.46% | -0.78% | -0.91% | -0.90% | -0.34% | -0.53% | -1.17% | -0.73% | -0.87% | -0.33% | |
| Max Decline | -2.60% | -1.05% | -2.76% | -1.59% | -2.17% | -0.91% | -1.43% | -2.47% | -2.13% | -2.19% | -1.05% | |
| Avg Days to Max Decline | 8 | 12 | 12 | 8 | 6 | 6 | 4 | 9 | 4 | 3 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
