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