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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 Mar 31, 2017
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   24 27 31 41 41 41 41 41 41 41 41
Closed Higher   15 10 17 22 16 23 15 22 19 28 14
Exceeded High   11 8 13 17 13 16 10 16 16 16 9
Scenario Percentage   73% 80% 76% 77% 81% 70% 67% 73% 84% 57% 64%
Avg Max Increase   2.74% 4.77% 4.57% 3.80% 3.92% 3.18% 3.20% 3.60% 3.81% 3.47% 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   18 18 17 14 19 16 17 18 21 15 9
Avg Max Decline   -1.38% -0.49% -0.66% -0.66% -1.04% -0.48% -0.67% -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   8 8 14 7 9 5 8 7 8 10 3
2017 Contract Condition   Yes       Yes   Yes   Yes    
Action   Yes       Yes   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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   24 27 31 41 41 41 41 41 41 41 41
Closed Lower   9 17 14 18 25 18 26 19 21 13 27
Penetrated Low   8 13 11 13 16 16 20 15 14 12 13
Scenario Percentage   89% 76% 79% 72% 64% 89% 77% 79% 67% 92% 48%
Avg Max Decline   4.47% 4.21% 4.31% 3.45% 4.23% 4.82% 3.80% 3.72% 3.80% 4.05% 2.76%
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 15 21 22 21 16 16 16 18 10 8
Avg Max Increase   -0.36% -1.02% -1.14% -0.94% -1.55% -1.14% -0.93% -1.04% -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 13 6 11 7 6 10 8 5 2
2017 Contract Condition     Yes Yes Yes   Yes   Yes      
Action     Yes Yes No   Yes   Yes      
High 150.03 134.51 134.31 135.19 129.56 127.21 128.31 127.18 127.44 126.43    
Low 132.36 129.45 129.59 129.95 121.48 122.70 122.58 120.35 123.84 121.38    
Close/Last 132.98 133.19 132.13 130.49 123.01 125.64 123.88 126.22 124.34 125.56    

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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.