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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June British Pound(CME) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   25 28 32 42 42 42 42 42 42 42 42
Closed Higher   16 10 17 22 17 23 16 22 20 29 14
Exceeded High   12 8 13 17 14 16 11 16 17 17 9
Scenario Percentage   75% 80% 76% 77% 82% 70% 69% 73% 85% 59% 64%
Avg Max Increase   2.64% 4.77% 4.57% 3.80% 3.79% 3.18% 3.00% 3.60% 3.82% 3.30% 1.89%
Max Increase   6.12% 9.64% 14.16% 10.02% 9.10% 7.63% 8.23% 9.18% 12.92% 12.45% 3.32%
Avg Days To Max Increase   17 18 17 14 18 16 15 18 21 15 9
Avg Max Decline   -1.49% -0.49% -0.66% -0.66% -0.96% -0.48% -0.66% -0.98% -1.44% -0.89% -0.50%
Max Decline   -8.30% -1.45% -2.05% -2.93% -3.72% -1.86% -2.15% -2.69% -5.11% -3.35% -1.16%
Avg Days to Max Decline   9 8 14 7 8 5 8 7 8 9 3
2017 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   25 28 32 42 42 42 42 42 42 42 42
Closed Lower   9 18 15 19 25 19 26 20 21 13 28
Penetrated Low   8 14 12 13 16 17 20 16 14 12 14
Scenario Percentage   89% 78% 80% 68% 64% 89% 77% 80% 67% 92% 50%
Avg Max Decline   4.47% 4.48% 4.53% 3.45% 4.23% 4.71% 3.80% 3.63% 3.80% 4.05% 2.71%
Max Decline   11.31% 15.10% 17.67% 10.35% 12.31% 11.23% 7.96% 11.97% 7.69% 10.87% 7.80%
Avg Days To Max Decline   15 16 22 22 21 16 16 16 18 10 8
Avg Max Increase   -0.36% -1.11% -0.99% -0.94% -1.55% -1.12% -0.93% -0.98% -1.18% -0.75% -0.62%
Max Increase   -1.10% -3.73% -3.32% -4.57% -6.02% -5.37% -3.42% -3.53% -3.61% -1.72% -2.19%
Avg Days to Max Increase   6 9 12 6 11 7 6 10 8 5 3
2017 Contract Condition     Yes Yes Yes   Yes   Yes     Yes
Action     Yes Yes No   Yes   Yes     Yes
High 150.03 134.51 134.31 135.19 129.56 127.21 128.31 127.18 127.44 126.43 129.83 130.59
Low 132.36 129.45 129.59 129.95 121.48 122.70 122.58 120.35 123.84 121.38 123.86 127.75
Close/Last 132.98 133.19 132.13 130.49 123.01 125.64 123.88 126.22 124.34 125.56 129.64 129.00

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