MRCI's ScenarioSM Study

ScenarioSM Study for March British Pound(CME) as of Dec 30, 2016
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		27	29	34	41	41	41	41	41	41	41	41
Closed Higher		19	9	19	22	18	23	22	16	23	16	21
Exceeded High		13	7	14	16	13	18	16	14	16	10	11
Scenario Percentage		68%	78%	74%	73%	72%	78%	73%	88%	70%	63%	52%
Avg Max Increase		3.33%	5.38%	3.04%	2.90%	4.42%	4.92%	4.02%	3.78%	3.10%	2.96%	1.90%
Max Increase		12.74%	12.78%	11.10%	6.15%	9.32%	13.69%	9.95%	8.88%	7.68%	6.15%	5.08%
Avg Days To Max Increase		22	23	17	16	16	16	15	19	16	9	8
Avg Max Decline		-0.92%	-1.31%	-0.80%	-1.47%	-0.57%	-0.70%	-0.85%	-1.35%	-0.54%	-0.71%	-0.38%
Max Decline		-3.17%	-2.83%	-2.84%	-8.60%	-2.75%	-3.41%	-2.53%	-4.03%	-1.88%	-2.61%	-1.03%
Avg Days to Max Decline		12	9	9	7	9	9	6	11	5	7	2
2016 Contract Condition		Yes		Yes				Yes
Action		Yes		No				No

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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		27	29	34	41	41	41	41	41	41	41	41
Closed Lower		8	20	15	19	23	18	19	25	18	25	20
Penetrated Low		8	11	11	16	16	15	14	17	16	20	13
Scenario Percentage		100%	55%	73%	84%	70%	83%	74%	68%	89%	80%	65%
Avg Max Decline		3.25%	4.58%	3.33%	4.14%	4.26%	5.07%	3.67%	3.96%	4.76%	3.41%	2.24%
Max Decline		6.46%	12.12%	8.32%	11.58%	15.28%	18.14%	10.72%	12.29%	10.36%	8.09%	4.68%
Avg Days To Max Decline		18	17	11	18	16	19	19	20	16	11	8
Avg Max Increase		-0.60%	-0.84%	-0.82%	-0.94%	-0.82%	-0.86%	-1.03%	-1.51%	-1.18%	-0.90%	-0.14%
Max Increase		-2.18%	-3.43%	-3.25%	-3.52%	-3.22%	-2.56%	-4.65%	-6.17%	-5.49%	-3.34%	-1.49%
Avg Days to Max Increase		6	6	9	11	8	8	6	11	7	6	3
2016 Contract Condition			Yes		Yes	Yes	Yes		Yes	Yes	Yes	Yes
Action			No		Yes	Yes	Yes		Yes	Yes	Yes	Not Yet
High	153.48	154.08	157.39	158.55	156.50	157.89	156.40	154.96	154.88	152.42	148.18	146.74
Low	146.87	146.32	151.00	151.82	153.16	153.36	150.97	150.98	149.98	147.26	140.79	138.35
Close/Last	148.28	153.37	152.68	157.08	155.95	153.36	151.09	154.19	150.62	147.34	142.42	139.16