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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Australian Dollar(CME) as of Jan 21, 2022
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   23 23 24 29 31 31 33 35 35 35 35
Closed Higher   11 7 13 19 16 16 14 23 18 23 14
Exceeded High   9 6 11 14 14 11 9 19 15 19 11
Scenario Percentage   82% 86% 85% 74% 88% 69% 64% 83% 83% 83% 79%
Avg Max Increase   3.40% 4.98% 4.77% 3.80% 3.35% 3.37% 3.70% 5.20% 4.87% 4.22% 2.07%
Max Increase   8.04% 10.62% 9.22% 7.04% 8.54% 7.74% 6.06% 15.17% 15.68% 13.56% 6.08%
Avg Days To Max Increase   17 19 18 20 13 19 15 21 18 9 6
Avg Max Decline   -2.31% -1.37% -0.95% -0.75% -0.72% -1.39% -0.45% -1.54% -0.89% -0.79% -0.37%
Max Decline   -8.29% -2.11% -2.61% -1.88% -4.15% -3.97% -1.12% -5.42% -2.35% -2.30% -1.19%
Avg Days to Max Decline   19 3 7 10 7 13 7 9 6 4 2
2021 Contract Condition   Yes Yes     Yes Yes   Yes   Yes Yes
Action   Yes Yes     Yes Yes   No   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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   23 23 24 29 31 31 33 35 35 35 35
Closed Lower   12 16 11 10 15 14 19 12 17 12 21
Penetrated Low   11 10 8 9 10 10 12 10 12 12 12
Scenario Percentage   92% 63% 73% 90% 67% 71% 63% 83% 71% 100% 57%
Avg Max Decline   5.30% 6.33% 5.79% 2.64% 3.53% 3.17% 4.57% 4.91% 4.07% 4.59% 2.00%
Max Decline   15.68% 27.82% 22.66% 7.62% 8.57% 6.21% 17.96% 15.67% 10.75% 10.03% 6.17%
Avg Days To Max Decline   14 13 16 18 21 15 13 18 13 13 6
Avg Max Increase   -1.27% -0.88% -0.95% -1.66% -1.87% -1.36% -1.46% -1.00% -0.86% -1.05% -0.20%
Max Increase   -5.47% -2.58% -1.86% -4.38% -4.82% -3.84% -4.76% -2.23% -1.82% -2.29% -2.30%
Avg Days to Max Increase   9 8 9 13 16 8 10 10 15 4 2
2021 Contract Condition       Yes Yes     Yes   Yes    
Action       Yes Yes     Yes   Yes    
High 70.38 72.07 73.91 74.04 72.37 74.15 77.50 78.29 80.09 78.53 78.20 78.92
Low 67.90 68.92 70.91 70.21 70.20 70.11 73.55 75.98 75.70 75.66 75.34 76.76
Close/Last 68.97 71.47 73.91 71.66 70.35 73.63 77.04 76.45 77.13 76.02 77.06 77.14

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