MRCI's ScenarioSM Study

ScenarioSM Study for March British Pound(CME) as of Jan 01, 2013
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		23	25	30	37	37	37	37	37	37	37	37
Closed Higher		15	9	15	20	16	21	21	15	21	16	19
Exceeded High		10	7	12	14	11	17	16	13	14	10	11
Scenario Percentage		67%	78%	80%	70%	69%	81%	76%	87%	67%	63%	58%
Avg Max Increase		3.76%	5.38%	3.41%	2.60%	4.54%	5.13%	4.02%	3.92%	3.39%	2.96%	1.90%
Max Increase		12.74%	12.78%	11.10%	5.71%	9.32%	13.69%	9.95%	8.88%	7.68%	6.15%	5.08%
Avg Days To Max Increase		22	23	17	15	16	16	15	19	17	9	8
Avg Max Decline		-0.62%	-1.31%	-0.80%	-1.54%	-0.67%	-0.62%	-0.85%	-1.39%	-0.47%	-0.71%	-0.38%
Max Decline		-2.57%	-2.83%	-2.84%	-8.60%	-2.75%	-3.41%	-2.53%	-4.03%	-1.29%	-2.61%	-1.03%
Avg Days to Max Decline		10	9	10	8	10	7	6	10	3	7	2
2012 Contract Condition		Yes			Yes			Yes			Yes	Yes
Action		No			Yes			No			Yes	Not Yet

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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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		23	25	30	37	37	37	37	37	37	37	37
Closed Lower		8	16	15	17	21	16	16	22	16	21	18
Penetrated Low		8	10	11	14	14	13	11	14	14	16	13
Scenario Percentage		100%	63%	73%	82%	67%	81%	69%	64%	88%	76%	72%
Avg Max Decline		3.25%	4.84%	3.33%	4.17%	4.47%	5.51%	4.12%	3.88%	4.73%	3.50%	2.36%
Max Decline		6.46%	12.12%	8.32%	11.58%	15.28%	18.14%	10.72%	12.29%	10.36%	8.09%	5.78%
Avg Days To Max Decline		18	18	11	18	15	19	19	20	15	10	9
Avg Max Increase		-0.60%	-0.58%	-0.82%	-0.98%	-0.82%	-0.77%	-1.25%	-1.54%	-1.30%	-0.72%	-0.29%
Max Increase		-2.18%	-2.29%	-3.25%	-3.52%	-3.22%	-1.77%	-4.65%	-6.17%	-5.49%	-3.34%	-2.12%
Avg Days to Max Increase		6	5	9	11	7	8	7	9	8	6	3
2012 Contract Condition			Yes	Yes		Yes	Yes		Yes	Yes
Action			Yes	Yes		Yes	Yes		Yes	Yes
High	162.70	166.18	166.18	163.82	163.91	165.31	162.04	161.20	161.09	157.61	157.94	159.91
Low	158.92	159.57	160.46	159.23	158.63	161.30	153.12	152.67	154.15	153.50	152.22	156.41
Close/Last	159.57	166.18	163.80	160.15	163.91	162.04	155.97	161.09	156.84	155.00	157.49	159.19