MRCI's ScenarioSM Study

ScenarioSM Study for June Australian Dollar(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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		19	19	20	25	27	27	29	31	31	31	31
Closed Higher		8	6	11	18	14	13	12	22	17	21	11
Exceeded High		7	5	9	13	12	9	9	19	14	17	9
Scenario Percentage		88%	83%	82%	72%	86%	69%	75%	86%	82%	81%	82%
Avg Max Increase		3.66%	5.94%	5.39%	3.94%	3.29%	3.22%	3.70%	5.20%	5.11%	4.11%	1.74%
Max Increase		8.04%	10.62%	9.22%	7.04%	8.54%	7.74%	6.06%	15.17%	15.68%	13.56%	3.48%
Avg Days To Max Increase		20	22	16	19	14	18	15	21	18	9	6
Avg Max Decline		-2.54%	-1.58%	-0.75%	-0.66%	-0.89%	-1.50%	-0.45%	-1.54%	-0.91%	-0.73%	-0.35%
Max Decline		-8.29%	-2.11%	-1.95%	-1.60%	-4.15%	-3.97%	-1.12%	-5.42%	-2.35%	-1.99%	-1.19%
Avg Days to Max Decline		22	3	6	8	8	11	7	9	6	4	2
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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		19	19	20	25	27	27	29	31	31	31	31
Closed Lower		11	13	9	7	13	13	17	9	14	10	20
Penetrated Low		10	7	6	6	8	9	10	7	10	10	11
Scenario Percentage		91%	54%	67%	86%	62%	69%	59%	78%	71%	100%	55%
Avg Max Decline		5.65%	8.11%	6.75%	3.45%	4.14%	3.21%	3.58%	4.10%	4.45%	5.09%	2.08%
Max Decline		15.68%	27.82%	22.66%	7.62%	8.57%	6.21%	11.76%	9.22%	10.75%	10.03%	6.17%
Avg Days To Max Decline		15	12	19	22	22	16	12	16	15	14	6
Avg Max Increase		-1.39%	-0.41%	-1.00%	-1.55%	-1.72%	-1.53%	-1.16%	-0.63%	-0.82%	-1.20%	-0.12%
Max Increase		-5.47%	-2.58%	-1.86%	-2.27%	-4.82%	-3.84%	-2.67%	-1.13%	-1.82%	-2.29%	-2.30%
Avg Days to Max Increase		10	6	8	13	15	8	10	4	16	5	2
2017 Contract Condition			Yes		Yes	Yes	Yes			Yes	Yes	Yes
Action			Yes		Yes	Yes	No			Yes	Yes	Not Yet
High	75.09	75.60	76.80	76.60	76.75	77.33	74.88	75.85	77.21	77.37	76.30	75.50
Low	71.44	73.37	74.63	74.06	74.80	72.90	71.32	71.65	75.29	74.77	74.33	73.23
Close/Last	73.57	75.35	74.67	76.18	75.61	73.56	71.86	75.62	76.50	76.36	74.76	74.32