MRCI's ScenarioSM Study

ScenarioSM Study for June British Pound(CME) as of Jan 01, 2019
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		26	29	33	43	43	43	43	43	43	43	43
Closed Higher		17	10	18	22	18	23	17	22	21	29	14
Exceeded High		13	8	13	17	15	16	11	16	18	17	9
Scenario Percentage		76%	80%	72%	77%	83%	70%	65%	73%	86%	59%	64%
Avg Max Increase		2.68%	4.77%	4.57%	3.80%	3.93%	3.18%	3.00%	3.60%	3.75%	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		-1.62%	-0.49%	-0.66%	-0.66%	-1.00%	-0.48%	-0.66%	-0.98%	-1.38%	-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		10	8	14	7	9	5	8	7	8	9	3
2018 Contract Condition		Yes		Yes		Yes		Yes		Yes
Action		Yes		No		Yes		No		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		26	29	33	43	43	43	43	43	43	43	43
Closed Lower		9	19	15	20	25	20	26	21	21	14	29
Penetrated Low		8	14	12	13	16	17	20	17	14	13	15
Scenario Percentage		89%	74%	80%	65%	64%	85%	77%	81%	67%	93%	52%
Avg Max Decline		4.47%	4.48%	4.53%	3.45%	4.23%	4.71%	3.80%	3.46%	3.80%	4.05%	2.57%
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	17	18	11	8
Avg Max Increase		-0.36%	-1.11%	-0.99%	-0.94%	-1.55%	-1.12%	-0.93%	-1.17%	-1.18%	-0.70%	-0.67%
Max Increase		-1.10%	-3.73%	-3.32%	-4.57%	-6.02%	-5.37%	-3.42%	-4.19%	-3.61%	-1.72%	-2.19%
Avg Days to Max Increase		6	9	12	6	11	7	6	12	8	5	3
2018 Contract Condition			Yes		Yes		Yes		Yes		Yes	Yes
Action			No		No		No		Yes		Yes	Yes
High	131.51	133.40	133.74	137.51	134.19	136.36	136.17	144.15	143.52	142.94	144.13	138.03
Low	127.66	129.77	129.12	130.49	131.36	131.42	134.00	135.37	138.28	137.79	137.42	132.15
Close/Last	131.51	133.33	130.59	135.13	133.78	136.15	136.02	142.52	138.33	140.58	137.76	132.99