MRCI's ScenarioSM Study

ScenarioSM Study for December EuroFX(CME) as of Jan 01, 2018
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		19	19	19	19	19	19	19	19	19	19	19
Closed Higher		7	10	9	11	7	11	9	10	11	9	9
Exceeded High		6	8	9	8	5	8	9	7	8	7	6
Scenario Percentage		86%	80%	100%	73%	71%	73%	100%	70%	73%	78%	67%
Avg Max Increase		2.94%	3.87%	5.13%	3.89%	4.23%	3.66%	3.28%	3.32%	3.87%	3.48%	2.11%
Max Increase		6.48%	7.39%	9.72%	10.97%	9.55%	8.58%	6.59%	5.58%	7.26%	5.35%	3.26%
Avg Days To Max Increase		19	21	19	17	20	19	16	14	19	13	11
Avg Max Decline		-1.34%	-0.94%	-1.18%	-0.77%	-1.31%	-1.33%	-1.36%	-0.89%	-1.23%	-0.83%	-0.51%
Max Decline		-2.92%	-2.54%	-2.95%	-2.75%	-2.69%	-3.03%	-3.54%	-2.82%	-2.19%	-2.33%	-0.95%
Avg Days to Max Decline		13	6	10	5	11	6	16	3	13	8	2
2017 Contract Condition		Yes		Yes	Yes	Yes	Yes	Yes	Yes			Yes
Action		Yes		Yes	Yes	Yes	Yes	Yes	Yes			Not Yet

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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		19	19	19	19	19	19	19	19	19	19	19
Closed Lower		12	9	10	8	12	8	10	9	8	10	10
Penetrated Low		8	7	9	6	11	5	7	7	8	8	5
Scenario Percentage		67%	78%	90%	75%	92%	63%	70%	78%	100%	80%	50%
Avg Max Decline		4.12%	4.19%	4.83%	5.36%	2.38%	2.89%	5.55%	5.19%	4.58%	3.30%	1.82%
Max Decline		7.26%	7.01%	9.94%	10.42%	3.67%	5.93%	10.80%	15.36%	12.79%	5.63%	3.65%
Avg Days To Max Decline		19	17	22	13	14	13	14	19	16	10	8
Avg Max Increase		-1.50%	-0.50%	-1.11%	-0.66%	-1.87%	-0.59%	-0.91%	-1.02%	-0.99%	-0.90%	-1.60%
Max Increase		-3.56%	-1.50%	-2.59%	-2.11%	-4.05%	-2.31%	-1.80%	-1.94%	-2.92%	-3.00%	-3.86%
Avg Days to Max Increase		6	6	11	4	14	5	6	5	7	5	3
2017 Contract Condition			Yes							Yes	Yes
Action			Yes							Yes	Yes
High	109.94	109.85	110.01	110.56	110.84	113.89	115.49	119.33	121.41	121.54	119.21	119.75
Low	105.67	105.46	106.70	106.64	107.15	109.70	112.27	114.13	117.38	117.70	116.04	115.79
Close/Last	107.39	109.85	107.57	108.27	110.31	113.67	115.23	119.19	119.70	118.65	116.81	119.08