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MRCI's ScenarioSM Study
ScenarioSM Study for March Eurodollars(CME) as of Nov 30, 2006
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 23 24 24 24 24 24 24 24 24 24 24
Closed Higher 13 13 17 13 15 17 17 10 15 12 11
Exceeded High 12 12 13 11 15 16 12 8 14 8 7
Scenario Percentage 92% 92% 76% 85% 100% 94% 71% 80% 93% 67% 64%
Avg Max Increase 0.87% 0.77% 0.77% 0.91% 0.91% 0.70% 0.67% 0.90% 0.43% 0.28% 0.20%
Max Increase 2.51% 1.65% 2.42% 2.18% 4.13% 3.01% 1.74% 1.83% 1.05% 0.79% 0.58%
Avg Days To Max Increase 16 20 13 18 16 13 17 21 14 12 9
Avg Max Decline -0.07% -0.12% -0.10% -0.08% -0.17% -0.14% -0.09% -0.15% -0.15% -0.05% -0.04%
Max Decline -0.24% -0.63% -0.51% -0.23% -0.60% -0.54% -0.23% -0.54% -0.83% -0.16% -0.13%
Avg Days to Max Decline 5 7 7 8 5 5 9 6 9 3 3
2007 Contract Condition       Yes Yes Yes   Yes      
Action       Yes Yes Yes   Not Yet      
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Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 23 24 24 24 24 24 24 24 24 24 24
Closed Lower 10 11 7 11 8 7 6 13 8 12 13
Penetrated Low 9 7 3 7 4 4 5 8 6 10 12
Scenario Percentage 90% 64% 43% 64% 50% 57% 83% 62% 75% 83% 92%
Avg Max Decline 0.75% 0.34% 0.34% 0.44% 0.77% 0.64% 0.51% 0.32% 0.43% 0.24% 1.83%
Max Decline 2.28% 0.94% 0.54% 1.20% 1.94% 1.18% 1.12% 0.73% 1.10% 0.93% 6.11%
Avg Days To Max Decline 15 14 10 17 14 17 18 18 17 9 15
Avg Max Increase -0.06% -0.22% -0.12% -0.17% -0.14% -0.11% -0.09% -0.06% -0.05% -0.06% -0.14%
Max Increase -0.17% -0.64% -0.19% -0.45% -0.37% -0.17% -0.18% -0.14% -0.24% -0.23% -0.57%
Avg Days to Max Increase 4 7 11 9 6 8 4 3 9 5 -117
2007 Contract Condition Yes Yes Yes       Yes        
Action Yes Yes Yes       Not Yet        
High 94.865 94.780 94.760 94.640 94.790 94.895 94.915 94.850      
Low 94.630 94.590 94.310 94.305 94.540 94.635 94.615 94.670      
Close/Last 94.790 94.610 94.440 94.640 94.785 94.825 94.780 94.810