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