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