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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Australian Dollar(CME) as of Jun 23, 2023
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   25 25 25 32 33 34 35 36 36 36 36
Closed Higher   10 17 12 20 13 19 18 15 18 22 19
Exceeded High   6 15 12 16 11 16 16 14 16 16 14
Scenario Percentage   60% 88% 100% 80% 85% 84% 89% 93% 89% 73% 74%
Avg Max Increase   3.81% 5.01% 4.20% 4.30% 2.93% 3.74% 3.24% 3.85% 4.16% 3.86% 1.81%
Max Increase   5.69% 13.48% 15.16% 12.59% 8.58% 9.61% 8.52% 11.04% 9.75% 8.12% 4.11%
Avg Days To Max Increase   13 18 14 17 13 17 16 16 16 11 10
Avg Max Decline   -0.37% -1.48% -0.64% -0.81% -0.86% -1.19% -1.96% -1.17% -1.24% -0.71% -0.41%
Max Decline   -0.88% -5.28% -2.13% -4.00% -3.41% -4.51% -10.20% -3.23% -3.12% -2.43% -1.81%
Avg Days to Max Decline   8 9 3 5 9 7 14 6 9 4 3
2022 Contract Condition     Yes Yes   Yes   Yes       Yes
Action     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   25 25 25 32 33 34 35 36 36 36 36
Closed Lower   15 8 13 12 20 15 17 21 18 14 17
Penetrated Low   8 7 8 12 15 10 15 15 13 10 9
Scenario Percentage   53% 88% 62% 100% 75% 67% 88% 71% 72% 71% 53%
Avg Max Decline   5.21% 5.59% 4.12% 4.45% 2.79% 4.26% 5.00% 6.15% 5.15% 2.55% 2.03%
Max Decline   17.96% 15.59% 10.14% 11.64% 6.26% 11.65% 16.33% 29.41% 24.23% 6.50% 3.69%
Avg Days To Max Decline   12 19 13 20 18 14 15 17 19 14 10
Avg Max Increase   -2.27% -0.81% -0.52% -1.19% -1.41% -1.02% -1.18% -1.29% -1.62% -1.29% -0.79%
Max Increase   -6.58% -1.40% -1.57% -2.41% -4.71% -2.36% -5.96% -3.09% -4.47% -2.36% -1.87%
Avg Days to Max Increase   11 11 10 10 12 10 9 10 10 7 5
2022 Contract Condition   Yes     Yes   Yes   Yes Yes Yes  
Action   No     Yes   Yes   Yes Yes Not Yet  
High 72.81 73.09 73.11 75.71 76.86 72.67 72.87 70.42 71.47 69.28 65.59 68.06
Low 69.99 69.83 70.53 72.02 70.73 68.43 68.57 66.94 68.44 63.72 61.81 62.81
Close/Last 72.81 70.86 72.92 75.21 71.00 71.86 69.15 70.07 68.57 64.16 64.01 67.94

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