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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   28 30 33 43 43 44 44 44 44 44 44
Closed Higher   13 10 18 17 21 22 28 14 26 23 19
Exceeded High   9 9 11 12 15 19 20 12 21 16 13
Scenario Percentage   69% 90% 61% 71% 71% 86% 71% 86% 81% 70% 68%
Avg Max Increase   3.13% 4.16% 3.35% 2.81% 3.77% 3.66% 3.76% 6.44% 3.89% 3.15% 2.43%
Max Increase   6.62% 9.04% 7.13% 8.91% 9.44% 12.83% 12.95% 12.65% 13.11% 10.35% 7.99%
Avg Days To Max Increase   14 17 18 15 18 18 23 22 17 11 10
Avg Max Decline   -0.66% -1.00% -0.38% -0.78% -0.94% -1.24% -1.46% -1.42% -0.72% -1.21% -0.30%
Max Decline   -2.44% -2.87% -1.75% -3.13% -2.55% -4.48% -9.39% -3.02% -3.08% -3.63% -1.60%
Avg Days to Max Decline   7 10 6 9 8 6 12 7 9 7 4
2018 Contract Condition     Yes   Yes   Yes          
Action     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   28 30 33 43 43 44 44 44 44 44 44
Closed Lower   14 20 15 26 22 22 16 30 18 21 25
Penetrated Low   9 13 13 21 17 15 16 21 15 16 12
Scenario Percentage   64% 65% 87% 81% 77% 68% 100% 70% 83% 76% 48%
Avg Max Decline   3.58% 3.97% 4.79% 3.66% 3.42% 3.93% 5.11% 4.67% 3.33% 3.77% 2.67%
Max Decline   10.06% 12.22% 11.58% 7.99% 12.12% 8.21% 11.56% 12.29% 9.00% 11.74% 6.70%
Avg Days To Max Decline   21 20 19 18 18 17 16 14 11 12 8
Avg Max Increase   -0.60% -1.26% -0.63% -0.80% -1.16% -1.02% -0.74% -1.06% -1.00% -0.90% -0.37%
Max Increase   -4.68% -3.12% -5.20% -3.23% -4.15% -3.41% -2.18% -3.77% -3.47% -3.52% -1.04%
Avg Days to Max Increase   3 11 4 5 12 9 6 5 7 7 1
2018 Contract Condition   Yes   Yes   Yes   Yes Yes Yes Yes Yes
Action   No   No   Yes   Yes Yes Yes Yes Not Yet
High 137.44 134.57 136.58 136.50 144.22 143.97 143.46 144.63 138.62 135.33 134.03 131.77
Low 130.91 131.77 131.87 134.56 136.35 138.87 138.69 138.08 132.80 130.95 129.88 126.78
Close/Last 135.48 134.15 136.58 136.50 143.05 138.87 141.12 138.37 133.57 132.36 131.50 129.64

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