MRCI's ScenarioSM Study

ScenarioSM Study for June British Pound(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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		25	28	32	42	42	42	42	42	42	42	42
Closed Higher		16	10	17	22	17	23	16	22	20	29	14
Exceeded High		12	8	13	17	14	16	11	16	17	17	9
Scenario Percentage		75%	80%	76%	77%	82%	70%	69%	73%	85%	59%	64%
Avg Max Increase		2.64%	4.77%	4.57%	3.80%	3.79%	3.18%	3.00%	3.60%	3.82%	3.30%	1.89%
Max Increase		6.12%	9.64%	14.16%	10.02%	9.10%	7.63%	8.23%	9.18%	12.92%	12.45%	3.32%
Avg Days To Max Increase		17	18	17	14	18	16	15	18	21	15	9
Avg Max Decline		-1.49%	-0.49%	-0.66%	-0.66%	-0.96%	-0.48%	-0.66%	-0.98%	-1.44%	-0.89%	-0.50%
Max Decline		-8.30%	-1.45%	-2.05%	-2.93%	-3.72%	-1.86%	-2.15%	-2.69%	-5.11%	-3.35%	-1.16%
Avg Days to Max Decline		9	8	14	7	8	5	8	7	8	9	3
2017 Contract Condition		Yes				Yes		Yes		Yes	Yes
Action		Yes				Yes		Yes		Yes	Yes

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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		25	28	32	42	42	42	42	42	42	42	42
Closed Lower		9	18	15	19	25	19	26	20	21	13	28
Penetrated Low		8	14	12	13	16	17	20	16	14	12	14
Scenario Percentage		89%	78%	80%	68%	64%	89%	77%	80%	67%	92%	50%
Avg Max Decline		4.47%	4.48%	4.53%	3.45%	4.23%	4.71%	3.80%	3.63%	3.80%	4.05%	2.71%
Max Decline		11.31%	15.10%	17.67%	10.35%	12.31%	11.23%	7.96%	11.97%	7.69%	10.87%	7.80%
Avg Days To Max Decline		15	16	22	22	21	16	16	16	18	10	8
Avg Max Increase		-0.36%	-1.11%	-0.99%	-0.94%	-1.55%	-1.12%	-0.93%	-0.98%	-1.18%	-0.75%	-0.62%
Max Increase		-1.10%	-3.73%	-3.32%	-4.57%	-6.02%	-5.37%	-3.42%	-3.53%	-3.61%	-1.72%	-2.19%
Avg Days to Max Increase		6	9	12	6	11	7	6	10	8	5	3
2017 Contract Condition			Yes	Yes	Yes		Yes		Yes			Yes
Action			Yes	Yes	No		Yes		Yes			Yes
High	150.03	134.51	134.31	135.19	129.56	127.21	128.31	127.18	127.44	126.43	129.83	130.59
Low	132.36	129.45	129.59	129.95	121.48	122.70	122.58	120.35	123.84	121.38	123.86	127.75
Close/Last	132.98	133.19	132.13	130.49	123.01	125.64	123.88	126.22	124.34	125.56	129.64	129.00