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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 Dec 06, 2024
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   26 26 27 32 34 34 36 38 38 38 38
Closed Higher   13 7 13 21 18 19 15 24 20 23 16
Exceeded High   10 6 11 15 16 13 10 20 17 19 12
Scenario Percentage   77% 86% 85% 71% 89% 68% 67% 83% 85% 83% 75%
Avg Max Increase   3.26% 4.98% 4.77% 4.07% 3.48% 3.27% 3.47% 5.21% 4.60% 4.22% 2.02%
Max Increase   8.04% 10.62% 9.22% 7.84% 8.54% 7.74% 6.06% 15.17% 15.68% 13.56% 6.08%
Avg Days To Max Increase   16 19 18 19 14 18 14 20 17 9 5
Avg Max Decline   -2.24% -1.37% -0.95% -0.81% -0.86% -1.47% -0.43% -1.53% -0.95% -0.79% -0.38%
Max Decline   -8.29% -2.11% -2.61% -1.88% -4.15% -3.97% -1.12% -5.42% -2.45% -2.30% -1.19%
Avg Days to Max Decline   18 3 7 9 8 11 7 10 6 4 2
2024 Contract Condition   Yes       Yes Yes     Yes   Yes
Action   No       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   26 26 27 32 34 34 36 38 38 38 38
Closed Lower   13 19 14 11 16 14 21 14 18 15 22
Penetrated Low   12 12 11 9 11 10 13 12 13 14 12
Scenario Percentage   92% 63% 79% 82% 69% 71% 62% 86% 72% 93% 55%
Avg Max Decline   5.11% 6.31% 4.95% 2.64% 3.40% 3.17% 4.39% 4.49% 4.03% 4.38% 2.01%
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 14 18 18 22 15 13 19 15 14 7
Avg Max Increase   -1.26% -0.86% -1.31% -1.66% -1.95% -1.36% -1.36% -1.14% -0.94% -1.30% -0.20%
Max Increase   -5.47% -2.58% -4.30% -4.38% -4.82% -3.84% -4.76% -2.66% -1.90% -3.00% -2.30%
Avg Days to Max Increase   9 9 10 13 18 8 10 13 17 5 2
2024 Contract Condition     Yes Yes Yes     Yes Yes   Yes  
Action     Yes Yes No     Yes Yes   Not Yet  
High 69.29 69.47 67.02 65.59 64.97 67.05 69.00 68.67 66.34 66.87 66.58 67.21
Low 65.54 66.54 64.35 64.03 63.22 63.61 65.62 65.56 64.68 64.98 63.73 64.75
Close/Last 67.13 67.78 65.36 64.91 63.82 66.41 68.44 66.21 65.15 65.33 64.92 66.47

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