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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December US Dollar Index(ICE) as of Sep 30, 2017
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   30 30 30 31 31 31 31 31 31 31 31
Closed Higher   18 12 15 9 20 13 16 14 12 11 18
Exceeded High   13 10 13 8 18 12 10 9 12 9 10
Scenario Percentage   72% 83% 87% 89% 90% 92% 63% 64% 100% 82% 56%
Avg Max Increase   3.14% 2.46% 3.55% 3.75% 2.23% 2.70% 3.47% 4.79% 4.11% 3.28% 1.19%
Max Increase   6.39% 5.08% 7.42% 8.00% 8.36% 6.64% 9.61% 13.53% 12.46% 5.22% 2.91%
Avg Days To Max Increase   19 18 19 18 13 14 15 18 18 12 7
Avg Max Decline   -1.22% -0.36% -0.85% -0.73% -1.41% -0.38% -0.47% -0.85% -0.90% -0.91% -0.79%
Max Decline   -2.60% -1.06% -2.76% -1.59% -3.72% -0.91% -1.43% -2.47% -2.75% -2.56% -2.61%
Avg Days to Max Decline   7 11 14 8 10 6 4 7 5 4 2
2017 Contract Condition     Yes             Yes Yes  
Action     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   30 30 30 31 31 31 31 31 31 31 31
Closed Lower   12 18 15 22 11 18 15 17 19 20 13
Penetrated Low   10 14 14 15 10 16 14 15 16 14 10
Scenario Percentage   83% 78% 93% 68% 91% 89% 93% 88% 84% 70% 77%
Avg Max Decline   3.41% 3.16% 3.68% 3.20% 3.34% 3.19% 2.78% 3.93% 3.84% 3.47% 1.64%
Max Decline   6.90% 6.29% 7.76% 8.27% 7.61% 7.14% 5.00% 9.15% 7.85% 6.04% 3.00%
Avg Days To Max Decline   17 24 17 13 18 18 19 16 20 12 10
Avg Max Increase   -0.78% -1.55% -0.90% -0.54% -0.73% -0.74% -1.37% -0.64% -1.00% -0.55% -0.46%
Max Increase   -2.59% -6.12% -2.95% -3.27% -2.66% -3.08% -3.33% -2.41% -3.06% -1.55% -1.85%
Avg Days to Max Increase   7 12 7 5 4 8 14 5 10 5 2
2017 Contract Condition   Yes   Yes Yes Yes Yes Yes Yes      
Action   Yes   Yes Yes Yes Yes Yes Yes      
High 103.063 103.275 101.345 101.940 100.950 99.185 97.300 96.065 93.840 93.495 93.675  
Low 101.880 99.095 98.840 98.385 98.255 96.390 95.040 92.480 91.350 90.795 92.940  
Close/Last 102.035 99.095 100.730 99.892 98.567 96.450 95.220 92.538 92.392 92.883 93.405  

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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!