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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Swiss Franc(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   27 36 40 41 41 42 42 42 42 42 42
Closed Higher   14 16 23 14 21 20 19 17 24 18 21
Exceeded High   8 12 19 11 15 16 16 11 18 17 14
Scenario Percentage   57% 75% 83% 79% 71% 80% 84% 65% 75% 94% 67%
Avg Max Increase   3.64% 5.40% 3.51% 5.64% 4.13% 4.38% 3.30% 6.71% 6.56% 4.43% 2.78%
Max Increase   5.72% 11.22% 11.41% 14.48% 10.90% 8.85% 9.51% 14.97% 18.98% 11.71% 6.57%
Avg Days To Max Increase   17 17 14 19 21 15 16 19 15 12 9
Avg Max Decline   -0.28% -0.96% -1.37% -0.89% -1.46% -1.52% -1.59% -0.92% -0.76% -1.46% -0.64%
Max Decline   -1.86% -4.06% -4.22% -2.66% -7.41% -3.95% -6.04% -2.46% -2.75% -3.70% -2.58%
Avg Days to Max Decline   3 7 9 10 10 7 8 8 6 7 2
2017 Contract Condition         Yes   Yes Yes Yes Yes    
Action         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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   27 36 40 41 41 42 42 42 42 42 42
Closed Lower   13 20 17 27 20 22 23 25 17 24 21
Penetrated Low   10 13 16 22 19 21 17 17 15 18 14
Scenario Percentage   77% 65% 94% 81% 95% 95% 74% 68% 88% 75% 67%
Avg Max Decline   2.85% 4.30% 5.56% 4.31% 3.86% 3.95% 5.34% 3.93% 4.18% 3.38% 2.99%
Max Decline   5.50% 11.68% 12.47% 11.73% 12.31% 8.93% 9.97% 9.95% 7.79% 8.25% 9.89%
Avg Days To Max Decline   15 22 16 17 18 21 18 18 17 15 10
Avg Max Increase   -0.27% -1.92% -0.86% -1.42% -1.33% -1.40% -0.95% -1.67% -0.57% -1.21% -1.02%
Max Increase   -2.84% -7.34% -4.38% -3.85% -5.83% -4.37% -4.15% -5.62% -3.46% -4.06% -4.41%
Avg Days to Max Increase   3 12 6 12 10 10 6 12 6 9 3
2017 Contract Condition   Yes Yes Yes   Yes            
Action   Yes Yes Yes   Yes            
High 105.79 105.02 105.91 101.24 102.78 102.69 103.01 101.94 104.13 105.19    
Low 103.26 102.20 100.06 98.70 98.49 100.00 99.62 99.96 99.77 102.96    
Close/Last 105.27 102.93 100.25 99.90 102.62 100.83 101.01 101.48 104.10 104.78    

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Newsflash

For example...

Did you know that December Australian Dollars have closed higher on Nov. 7th than on Sept. 9th in 12 of the last 15 years?
See the facts: http://goo.gl/tquCtO

More historical Forex Facts are available in MRCI's Forex Report!

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!