MRCI's ScenarioSM Study

ScenarioSM Study for September British Pound(CME) as of Jan 21, 2022
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		30	32	35	45	45	45	45	45	45	45	45
Closed Higher		14	11	19	18	22	22	31	15	27	24	19
Exceeded High		10	10	11	13	15	19	22	13	21	17	14
Scenario Percentage		71%	91%	58%	72%	68%	86%	71%	87%	78%	71%	74%
Avg Max Increase		3.66%	4.05%	3.55%	2.95%	3.81%	3.66%	3.64%	5.98%	4.20%	2.94%	2.23%
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		17	18	18	16	18	18	21	21	18	10	9
Avg Max Decline		-0.77%	-1.05%	-0.51%	-0.99%	-1.09%	-1.24%	-1.52%	-1.34%	-0.74%	-1.20%	-0.29%
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		6	10	7	9	8	6	12	7	9	7	4
2021 Contract Condition		Yes	Yes	Yes	Yes	Yes		Yes	Yes		Yes
Action		Yes	Yes	Yes	Yes	No		Yes	Yes		Not Yet

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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		30	32	35	45	45	45	45	45	45	45	45
Closed Lower		15	21	16	27	23	23	14	30	18	21	26
Penetrated Low		10	13	13	22	18	15	14	20	15	16	12
Scenario Percentage		67%	62%	81%	81%	78%	65%	100%	67%	83%	76%	46%
Avg Max Decline		3.46%	4.09%	4.79%	4.12%	3.83%	3.41%	4.91%	4.64%	3.20%	3.58%	2.42%
Max Decline		10.06%	12.22%	11.58%	13.77%	12.12%	8.21%	11.56%	12.29%	9.00%	11.74%	6.70%
Avg Days To Max Decline		20	21	19	18	18	17	16	14	12	11	7
Avg Max Increase		-0.83%	-1.26%	-0.63%	-0.74%	-1.26%	-1.29%	-0.80%	-1.13%	-0.94%	-0.70%	-0.31%
Max Increase		-4.68%	-3.12%	-5.20%	-3.23%	-4.15%	-3.41%	-2.18%	-3.77%	-3.47%	-2.57%	-1.04%
Avg Days to Max Increase		4	11	4	7	12	9	4	6	7	7	1
2021 Contract Condition							Yes			Yes		Yes
Action							Yes			Yes		Not Yet
High	134.74	131.90	134.15	136.87	137.74	142.36	140.22	140.14	142.36	142.53	139.85	139.59
Low	127.20	128.79	128.96	131.64	134.85	135.85	136.78	136.77	138.07	137.88	135.73	136.02
Close/Last	129.23	129.81	133.66	136.71	137.18	139.54	137.85	138.15	141.97	138.05	138.93	137.58