MRCI's ScenarioSM Study

ScenarioSM Study for September Australian Dollar(CME) as of Dec 07, 2022
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		25	25	25	30	31	33	36	36	36	36	36
Closed Higher		16	12	13	13	21	17	23	15	21	19	15
Exceeded High		11	10	11	8	19	15	20	14	18	15	10
Scenario Percentage		69%	83%	85%	62%	90%	88%	87%	93%	86%	79%	67%
Avg Max Increase		3.52%	3.76%	2.88%	3.89%	5.09%	4.75%	4.38%	3.17%	3.90%	2.67%	1.80%
Max Increase		6.89%	8.30%	6.67%	5.86%	14.85%	15.44%	13.38%	8.56%	9.66%	5.75%	2.99%
Avg Days To Max Increase		20	10	15	16	18	16	17	13	16	11	10
Avg Max Decline		-0.72%	-0.57%	-0.91%	-0.28%	-1.33%	-0.79%	-0.88%	-0.93%	-1.10%	-1.46%	-0.79%
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		9	9	10	8	10	4	5	8	6	13	2
2022 Contract Condition		Yes		Yes		Yes	Yes		Yes		Yes
Action		No		Yes		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		25	25	25	30	31	33	36	36	36	36	36
Closed Lower		9	13	12	17	10	16	13	21	15	17	21
Penetrated Low		8	10	7	11	8	11	13	15	9	15	10
Scenario Percentage		89%	77%	58%	65%	80%	69%	100%	71%	60%	88%	48%
Avg Max Decline		2.78%	3.30%	3.01%	4.40%	5.88%	4.15%	4.83%	2.82%	4.80%	4.45%	3.13%
Max Decline		7.59%	8.26%	5.98%	17.94%	15.64%	10.49%	11.67%	6.32%	11.68%	15.72%	7.69%
Avg Days To Max Decline		18	22	9	13	22	14	20	17	15	13	10
Avg Max Increase		-1.66%	-1.85%	-1.42%	-1.73%	-1.03%	-0.64%	-1.31%	-1.27%	-1.18%	-1.25%	-0.63%
Max Increase		-4.37%	-4.75%	-3.74%	-6.67%	-1.79%	-1.73%	-2.52%	-4.92%	-2.41%	-6.02%	-2.93%
Avg Days to Max Increase		14	20	9	9	13	11	9	10	11	9	4
2022 Contract Condition			Yes		Yes			Yes		Yes		Yes
Action			Yes		No			Yes		Yes		Yes
High	74.76	75.34	75.15	72.82	73.19	73.06	75.63	76.81	72.76	72.91	70.36	71.40
Low	71.92	72.14	70.76	70.02	69.81	70.51	71.92	70.68	68.43	68.55	66.86	68.36
Close/Last	72.39	75.10	71.23	72.82	70.84	72.86	75.12	70.97	71.85	69.11	70.00	68.48