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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Japanese Yen(CME) as of Jun 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   28 31 33 35 39 40 40 40 40 40 40
Closed Higher   12 13 14 13 20 17 21 16 20 18 20
Exceeded High   11 10 9 9 15 13 16 15 12 14 13
Scenario Percentage   92% 77% 64% 69% 75% 76% 76% 94% 60% 78% 65%
Avg Max Increase   4.27% 4.72% 4.42% 4.85% 6.52% 4.30% 4.32% 4.55% 4.71% 3.41% 2.57%
Max Increase   13.76% 8.75% 13.24% 10.42% 19.60% 10.41% 10.48% 15.22% 10.40% 7.20% 8.13%
Avg Days To Max Increase   18 21 14 15 17 15 15 16 17 13 9
Avg Max Decline   -1.25% -0.75% -0.89% -1.24% -0.65% -0.82% -1.05% -1.29% -1.20% -1.57% -0.48%
Max Decline   -6.14% -3.06% -2.73% -6.03% -3.10% -3.16% -4.26% -4.06% -2.72% -3.97% -2.67%
Avg Days to Max Decline   9 7 16 11 8 5 8 6 12 6 3
2017 Contract Condition         Yes Yes Yes   Yes      
Action         Yes Yes 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   28 31 33 35 39 40 40 40 40 40 40
Closed Lower   16 18 19 22 19 23 19 24 20 22 20
Penetrated Low   15 16 16 19 16 20 16 18 15 17 12
Scenario Percentage   94% 89% 84% 86% 84% 87% 84% 75% 75% 77% 60%
Avg Max Decline   4.28% 4.48% 3.70% 3.78% 5.05% 3.52% 4.57% 4.33% 4.44% 2.96% 2.08%
Max Decline   8.63% 10.06% 8.78% 9.65% 10.51% 9.36% 13.18% 8.68% 15.17% 15.70% 6.64%
Avg Days To Max Decline   22 15 14 21 14 15 16 18 16 11 10
Avg Max Increase   -1.12% -0.66% -0.34% -1.38% -0.60% -0.97% -0.45% -0.93% -0.91% -1.08% -0.51%
Max Increase   -4.18% -2.95% -1.77% -4.05% -4.35% -3.00% -1.94% -2.12% -2.64% -3.88% -2.28%
Avg Days to Max Increase   11 8 4 10 5 11 4 7 6 5 4
2017 Contract Condition   Yes Yes Yes       Yes   Yes    
Action   Yes Yes Yes       Yes   Not Yet    
High 101.40 100.08 99.76 89.54 90.12 90.42 91.49 93.08 91.18 92.28    
Low 97.75 96.31 88.77 85.62 85.47 87.85 87.36 90.02 87.91 88.84    
Close/Last 100.24 96.68 88.77 86.84 89.69 89.97 90.49 90.32 90.90 89.10    

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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!