MRCI's ScenarioSM Study

ScenarioSM Study for December Australian Dollar(CME) as of Jan 01, 2019
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		21	21	21	28	29	30	31	32	32	32	32
Closed Higher		9	15	10	18	10	17	16	14	17	20	17
Exceeded High		6	14	10	14	9	14	14	13	15	16	12
Scenario Percentage		67%	93%	100%	78%	90%	82%	88%	93%	88%	80%	71%
Avg Max Increase		3.81%	4.98%	4.71%	4.16%	2.47%	3.69%	3.29%	4.12%	4.27%	3.86%	1.74%
Max Increase		5.69%	13.48%	15.16%	12.59%	5.02%	9.61%	8.52%	11.04%	9.75%	8.12%	4.11%
Avg Days To Max Increase		13	19	15	18	12	16	18	17	15	11	9
Avg Max Decline		-0.37%	-1.50%	-0.71%	-0.74%	-1.00%	-1.24%	-2.04%	-1.23%	-1.24%	-0.71%	-0.32%
Max Decline		-0.88%	-5.28%	-2.13%	-4.00%	-3.41%	-4.51%	-10.20%	-3.23%	-3.12%	-2.43%	-1.25%
Avg Days to Max Decline		8	8	4	5	10	7	15	7	9	4	3
2018 Contract Condition		Yes				Yes		Yes		Yes		Yes
Action		No				Yes		No		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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		21	21	21	28	29	30	31	32	32	32	32
Closed Lower		12	6	11	10	19	13	15	18	15	12	15
Penetrated Low		6	5	7	10	14	8	13	13	10	9	8
Scenario Percentage		50%	83%	64%	100%	74%	62%	87%	72%	67%	75%	53%
Avg Max Decline		3.78%	4.46%	4.59%	4.66%	2.87%	4.27%	5.35%	6.27%	5.85%	2.75%	2.04%
Max Decline		11.65%	8.78%	10.14%	11.64%	6.26%	11.65%	16.33%	29.41%	24.23%	6.50%	3.69%
Avg Days To Max Decline		9	17	15	21	17	13	15	19	21	15	11
Avg Max Increase		-2.14%	-0.63%	-0.56%	-1.19%	-1.38%	-1.12%	-1.24%	-1.22%	-1.32%	-1.39%	-0.79%
Max Increase		-6.58%	-1.40%	-1.57%	-2.41%	-4.71%	-2.36%	-5.96%	-3.09%	-3.42%	-2.36%	-1.87%
Avg Days to Max Increase		10	6	12	11	10	12	11	10	9	7	5
2018 Contract Condition			Yes	Yes	Yes		Yes		Yes		Yes
Action			Yes	Yes	Yes		Yes		Yes		Not Yet
High	78.11	81.25	80.43	79.02	78.00	76.05	76.80	74.85	74.53	73.19	72.43	73.47
Low	75.01	78.26	77.71	76.61	75.40	74.41	73.30	73.22	71.79	70.88	70.24	70.77
Close/Last	78.11	80.58	77.93	76.87	75.42	75.79	74.03	74.43	71.82	72.27	70.77	73.05