MRCI's ScenarioSM Study

ScenarioSM Study for March Eurodollars(CME) as of Jun 30, 2008
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	25	26	26	26	26	26	26	26	26	26	26
Closed Higher	13	13	18	15	17	19	18	12	15	13	12
Exceeded High	12	12	14	13	17	18	13	10	14	9	8
Scenario Percentage	92%	92%	78%	87%	100%	95%	72%	83%	93%	69%	67%
Avg Max Increase	0.87%	0.77%	0.78%	0.84%	0.84%	0.65%	0.65%	0.88%	0.43%	0.28%	0.18%
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	18	19	14	12	9
Avg Max Decline	-0.07%	-0.12%	-0.11%	-0.08%	-0.17%	-0.14%	-0.08%	-0.16%	-0.15%	-0.07%	-0.03%
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	6	8	8	5	8	7	9	3	3
2009 Contract Condition			Yes
Action			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	25	26	26	26	26	26	26	26	26	26	26
Closed Lower	12	13	8	11	8	7	7	13	10	13	14
Penetrated Low	11	9	4	7	4	4	5	8	7	10	13
Scenario Percentage	92%	69%	50%	64%	50%	57%	71%	62%	70%	77%	93%
Avg Max Decline	0.72%	0.32%	0.29%	0.44%	0.77%	0.64%	0.51%	0.32%	0.38%	0.24%	1.87%
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	16	12	8	17	14	17	18	18	15	9	16
Avg Max Increase	-0.05%	-0.19%	-0.09%	-0.17%	-0.14%	-0.11%	-0.09%	-0.06%	-0.05%	-0.06%	-0.15%
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	6	5	9	9	6	8	4	3	8	5	-107
2009 Contract Condition	Yes	Yes
Action	Yes	Yes
High	97.860	97.170	96.950
Low	96.710	96.510	96.045
Close/Last	96.995	96.675	96.680