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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 Dec 06, 2024
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   29 32 36 45 45 45 45 45 45 45 45
Closed Higher   18 9 18 23 20 23 17 21 20 31 15
Exceeded High   12 7 12 18 17 14 11 14 17 18 10
Scenario Percentage   67% 78% 67% 78% 85% 61% 65% 67% 85% 58% 67%
Avg Max Increase   2.60% 3.16% 4.20% 4.26% 3.48% 3.46% 3.26% 3.70% 3.98% 3.38% 1.64%
Max Increase   6.12% 7.65% 14.16% 10.02% 9.10% 7.63% 8.23% 9.18% 12.92% 12.45% 3.32%
Avg Days To Max Increase   15 13 18 15 20 18 16 19 21 14 8
Avg Max Decline   -1.79% -0.35% -0.76% -0.74% -1.00% -0.67% -0.78% -1.24% -1.45% -1.09% -0.47%
Max Decline   -8.30% -1.45% -2.05% -2.93% -3.72% -1.86% -2.63% -2.69% -5.11% -4.15% -1.16%
Avg Days to Max Decline   11 8 15 6 9 6 8 9 8 9 3
2024 Contract Condition   Yes       Yes Yes     Yes   Yes
Action   No       Yes No     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   29 32 36 45 45 45 45 45 45 45 45
Closed Lower   11 23 18 21 25 22 28 24 24 14 30
Penetrated Low   10 18 13 14 18 19 22 20 16 12 14
Scenario Percentage   91% 78% 72% 67% 72% 86% 79% 83% 67% 86% 47%
Avg Max Decline   5.11% 4.48% 4.31% 3.36% 3.93% 4.41% 4.28% 3.74% 3.54% 4.01% 2.52%
Max Decline   14.86% 15.10% 17.67% 10.35% 12.31% 11.23% 13.67% 11.97% 7.53% 10.87% 7.80%
Avg Days To Max Decline   13 16 20 21 20 15 16 17 18 11 9
Avg Max Increase   -0.47% -1.06% -0.86% -1.08% -1.43% -1.02% -0.92% -1.26% -1.27% -0.70% -0.73%
Max Increase   -1.10% -3.73% -2.54% -4.57% -6.02% -5.37% -3.42% -4.19% -3.61% -1.72% -2.19%
Avg Days to Max Increase   7 9 10 6 12 7 6 11 8 4 3
2024 Contract Condition     Yes Yes Yes     Yes Yes   Yes  
Action     Yes Yes No     Yes Yes   Not Yet  
High 128.13 130.79 127.96 126.91 123.46 127.47 128.32 127.98 127.78 129.00 127.15 128.02
Low 123.74 126.08 125.42 121.39 120.57 121.46 125.25 126.05 125.33 125.81 123.03 124.49
Close/Last 126.41 128.17 126.55 122.20 121.71 126.36 127.52 127.18 126.20 126.27 125.07 127.32

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Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9