MRCI's ScenarioSM Study

ScenarioSM Study for September 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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		20	20	20	25	26	28	31	31	31	31	31
Closed Higher		14	10	9	11	19	15	21	11	19	16	14
Exceeded High		10	8	8	8	18	13	18	11	16	13	9
Scenario Percentage		71%	80%	89%	73%	95%	87%	86%	100%	84%	81%	64%
Avg Max Increase		3.67%	3.78%	2.92%	3.89%	5.07%	5.20%	4.27%	2.99%	3.88%	2.64%	1.96%
Max Increase		6.89%	8.30%	6.67%	5.86%	14.85%	15.44%	13.38%	6.14%	9.66%	5.75%	2.99%
Avg Days To Max Increase		19	11	13	16	19	17	18	13	15	12	11
Avg Max Decline		-0.63%	-0.77%	-0.79%	-0.28%	-1.33%	-0.85%	-0.83%	-1.06%	-1.12%	-1.47%	-0.83%
Max Decline		-2.13%	-3.83%	-3.36%	-1.09%	-5.29%	-2.34%	-4.12%	-3.37%	-4.56%	-2.99%	-2.28%
Avg Days to Max Decline		7	11	9	8	10	4	5	9	6	14	3
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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		20	20	20	25	26	28	31	31	31	31	31
Closed Lower		6	10	11	14	7	13	10	20	12	15	17
Penetrated Low		5	7	6	9	5	9	10	14	6	13	8
Scenario Percentage		83%	70%	55%	64%	71%	69%	100%	70%	50%	87%	47%
Avg Max Decline		3.81%	4.13%	3.27%	3.26%	5.36%	4.60%	5.32%	2.90%	5.28%	4.70%	3.42%
Max Decline		7.59%	8.26%	5.98%	11.67%	8.85%	10.49%	11.67%	6.32%	11.68%	15.72%	7.69%
Avg Days To Max Decline		22	23	10	11	21	16	20	16	12	13	10
Avg Max Increase		-1.56%	-1.60%	-1.74%	-1.48%	-0.66%	-0.56%	-1.25%	-1.23%	-1.35%	-1.32%	-0.56%
Max Increase		-2.00%	-4.75%	-3.74%	-6.67%	-0.89%	-1.57%	-2.27%	-4.92%	-2.41%	-6.02%	-2.93%
Avg Days to Max Increase		15	18	11	8	6	12	8	8	14	11	3
2017 Contract Condition		Yes	Yes	Yes			Yes	Yes	Yes			Yes
Action		Yes	Yes	No			Yes	Yes	No			Not Yet
High	76.27	76.54	76.98	74.60	75.61	77.00	77.25	76.16	75.38	77.05	80.61	80.38
Low	73.92	74.78	72.93	71.27	71.65	75.11	74.67	74.24	73.15	73.62	75.62	78.05
Close/Last	76.03	75.47	73.43	71.72	75.49	76.38	76.25	74.67	74.23	76.75	79.94	79.48