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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Eurodollars(CME) 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   34 34 34 34 34 34 34 34 35 35 35
Closed Higher   22 24 26 23 18 19 20 16 15 20 16
Exceeded High   21 23 24 17 16 18 14 14 11 16 9
Scenario Percentage   95% 96% 92% 74% 89% 95% 70% 88% 73% 80% 56%
Avg Max Increase   0.68% 0.73% 0.64% 0.65% 0.72% 0.49% 0.32% 0.30% 0.51% 0.39% 0.19%
Max Increase   2.01% 3.61% 2.75% 1.62% 1.91% 1.11% 0.85% 1.41% 2.24% 1.69% 0.40%
Avg Days To Max Increase   17 17 15 18 16 17 14 17 18 13 9
Avg Max Decline   -0.11% -0.20% -0.11% -0.06% -0.11% -0.18% -0.09% -0.10% -0.09% -0.07% -0.02%
Max Decline   -0.40% -1.49% -0.55% -0.27% -0.47% -0.76% -0.27% -0.43% -0.30% -0.64% -0.15%
Avg Days to Max Decline   10 10 6 4 8 7 7 7 6 2 1
2017 Contract Condition       Yes                
Action       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   34 34 34 34 34 34 34 34 35 35 35
Closed Lower   12 10 8 10 15 15 13 18 19 14 18
Penetrated Low   7 5 5 8 7 8 10 16 12 9 10
Scenario Percentage   58% 50% 63% 80% 47% 53% 77% 89% 63% 64% 56%
Avg Max Decline   0.46% 0.61% 0.63% 0.46% 0.36% 0.50% 0.48% 0.45% 0.46% 0.35% 0.12%
Max Decline   1.21% 1.83% 1.05% 1.31% 0.76% 1.39% 1.85% 1.26% 1.27% 1.07% 0.35%
Avg Days To Max Decline   17 10 20 16 18 17 17 19 16 12 8
Avg Max Increase   -0.17% -0.07% -0.11% -0.06% -0.09% -0.10% -0.11% -0.12% -0.08% -0.04% -0.05%
Max Increase   -0.51% -0.13% -0.23% -0.20% -0.19% -0.30% -0.29% -0.80% -0.26% -0.11% -0.29%
Avg Days to Max Increase   9 2 15 3 3 10 5 6 7 4 3
2017 Contract Condition   Yes Yes   Yes Yes Yes Yes Yes Yes    
Action   Yes Yes   Yes Yes Yes Yes Yes Not Yet    
High 99.345 99.300 99.130 99.055 99.015 99.090 98.855 98.805 98.810 98.730    
Low 98.870 98.980 98.925 98.920 98.910 98.795 98.695 98.710 98.670 98.635    
Close/Last 99.270 99.110 98.965 99.015 98.960 98.835 98.795 98.770 98.715 98.710    

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.