MRCI Online
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| ScenarioSM Study for December EuroFX(CME) as of Jun 23, 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | |
| Closed Higher | 8 | 10 | 10 | 12 | 10 | 13 | 12 | 11 | 11 | 11 | 11 | |
| Exceeded High | 7 | 8 | 9 | 9 | 6 | 9 | 10 | 8 | 8 | 8 | 8 | |
| Scenario Percentage | 88% | 80% | 90% | 75% | 60% | 69% | 83% | 73% | 73% | 73% | 73% | |
| Avg Max Increase | 2.66% | 3.87% | 5.13% | 3.67% | 4.71% | 3.96% | 3.14% | 2.98% | 3.87% | 4.07% | 2.19% | |
| Max Increase | 6.48% | 7.39% | 9.72% | 10.97% | 9.55% | 8.58% | 6.59% | 5.58% | 7.26% | 8.21% | 3.26% | |
| Avg Days To Max Increase | 18 | 21 | 19 | 18 | 22 | 19 | 15 | 13 | 19 | 13 | 11 | |
| Avg Max Decline | -1.39% | -0.94% | -1.18% | -0.72% | -1.08% | -1.23% | -1.30% | -0.82% | -1.23% | -0.93% | -0.43% | |
| Max Decline | -2.92% | -2.54% | -2.95% | -2.75% | -2.69% | -3.03% | -3.54% | -2.82% | -2.19% | -2.33% | -0.95% | |
| Avg Days to Max Decline | 12 | 6 | 10 | 5 | 9 | 6 | 14 | 3 | 13 | 7 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
