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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March British Pound(CME) as of May 10, 2021
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   31 33 38 45 45 45 45 45 45 45 45
Closed Higher   23 9 22 25 19 26 23 19 24 19 22
Exceeded High   16 7 16 19 14 19 18 17 16 12 11
Scenario Percentage   70% 78% 73% 76% 74% 73% 78% 89% 67% 63% 50%
Avg Max Increase   2.95% 5.38% 3.27% 2.84% 4.15% 4.95% 4.12% 3.76% 3.30% 3.00% 1.96%
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   21 23 17 15 15 17 16 19 16 11 9
Avg Max Decline   -1.30% -1.31% -0.80% -1.60% -0.54% -0.71% -0.87% -1.30% -0.63% -0.93% -0.59%
Max Decline   -4.03% -2.83% -2.84% -8.60% -2.75% -3.41% -2.53% -4.03% -1.88% -2.66% -2.36%
Avg Days to Max Decline   15 9 9 8 8 9 6 10 5 7 3
2021 Contract Condition   Yes   Yes Yes Yes   Yes Yes Yes Yes Yes
Action   Yes   Yes Yes Yes   Yes Yes Yes Yes Not Yet
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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   31 33 38 45 45 45 45 45 45 45 45
Closed Lower   8 24 16 20 26 19 22 26 21 26 23
Penetrated Low   8 14 12 17 18 15 15 17 18 21 16
Scenario Percentage   100% 58% 75% 85% 69% 79% 68% 65% 86% 81% 70%
Avg Max Decline   3.10% 4.56% 3.32% 3.98% 4.25% 5.46% 3.59% 4.09% 4.51% 3.59% 2.34%
Max Decline   5.26% 12.12% 8.32% 11.58% 15.28% 18.14% 10.72% 12.29% 10.36% 8.09% 4.89%
Avg Days To Max Decline   18 17 11 16 16 19 18 20 16 11 8
Avg Max Increase   -0.57% -0.99% -0.70% -0.92% -0.97% -0.74% -1.17% -1.55% -1.10% -0.85% -0.32%
Max Increase   -2.18% -3.43% -3.25% -3.52% -3.22% -2.56% -4.65% -6.17% -5.49% -3.34% -3.16%
Avg Days to Max Increase   2 7 8 11 8 6 6 11 7 8 3
2021 Contract Condition     Yes       Yes          
Action     No       No          
High 131.75 126.50 125.01 127.97 131.79 134.04 134.96 131.87 134.11 136.93 137.62 142.45
Low 115.25 122.13 121.06 122.78 123.89 130.00 126.90 128.33 128.65 131.46 134.56 135.68
Close/Last 124.71 126.14 123.42 124.10 131.21 133.94 129.12 129.69 133.56 136.59 137.05 139.46

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