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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June US Dollar Index(ICE) as of Mar 31, 2017
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   29 30 30 30 30 31 31 31 31 31 31
Closed Higher   15 13 12 11 17 12 18 13 16 9 20
Exceeded High   9 7 12 9 11 11 13 12 14 7 14
Scenario Percentage   60% 54% 100% 82% 65% 92% 72% 92% 88% 78% 70%
Avg Max Increase   3.39% 4.37% 3.83% 2.88% 3.40% 3.42% 3.25% 3.69% 3.69% 3.64% 1.58%
Max Increase   9.23% 13.23% 12.46% 5.33% 8.65% 8.79% 6.44% 11.75% 7.79% 8.31% 3.56%
Avg Days To Max Increase   15 19 16 19 17 15 17 16 20 14 9
Avg Max Decline   -0.33% -0.74% -0.71% -0.34% -1.09% -0.71% -1.45% -0.54% -1.22% -0.81% -0.64%
Max Decline   -1.21% -2.26% -2.60% -1.22% -2.70% -3.15% -2.98% -1.27% -3.17% -1.69% -2.01%
Avg Days to Max Decline   2 7 6 8 11 5 7 12 14 6 4
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   29 30 30 30 30 31 31 31 31 31 31
Closed Lower   14 17 18 19 13 19 13 18 15 22 11
Penetrated Low   13 13 17 13 10 15 11 13 15 17 7
Scenario Percentage   93% 76% 94% 68% 77% 79% 85% 72% 100% 77% 64%
Avg Max Decline   2.54% 3.66% 3.35% 4.11% 4.52% 2.80% 3.51% 3.73% 3.74% 2.38% 1.57%
Max Decline   4.87% 7.73% 7.97% 9.26% 8.25% 8.05% 7.19% 6.88% 7.73% 7.55% 2.93%
Avg Days To Max Decline   22 18 21 20 17 14 18 22 13 8 11
Avg Max Increase   -1.27% -0.54% -0.77% -0.26% -0.55% -0.99% -0.96% -1.20% -1.31% -0.64% -0.55%
Max Increase   -3.62% -2.94% -2.98% -1.64% -2.19% -2.86% -2.54% -5.46% -3.24% -3.41% -0.90%
Avg Days to Max Increase   15 6 10 6 4 7 6 12 8 4 3
2017 Contract Condition   Yes   Yes       Yes   Yes    
Action   Yes   No       Yes   Not Yet    
High 97.025 97.570 96.515 95.960 98.830 101.835 103.610 103.750 101.650 102.190    
Low 93.500 95.500 94.000 94.500 95.433 95.750 99.475 99.330 99.145 98.670    
Close/Last 96.358 95.530 95.873 95.230 98.243 101.370 102.255 99.425 101.050 100.218    

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!