MRCI's ScenarioSM Study

ScenarioSM Study for December British Pound(CME) as of Jan 01, 2013
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		27	30	34	37	38	38	38	38	38	38	38
Closed Higher		11	15	18	21	14	22	21	16	20	21	15
Exceeded High		7	10	15	14	12	20	15	13	15	16	10
Scenario Percentage		64%	67%	83%	67%	86%	91%	71%	81%	75%	76%	67%
Avg Max Increase		3.10%	4.48%	3.83%	4.18%	6.33%	4.06%	2.84%	3.99%	4.70%	3.41%	1.59%
Max Increase		9.26%	10.03%	12.46%	12.84%	12.46%	13.09%	5.74%	8.90%	10.00%	7.62%	3.58%
Avg Days To Max Increase		19	19	20	22	22	17	15	16	16	11	8
Avg Max Decline		-1.06%	-1.00%	-1.24%	-0.64%	-1.39%	-0.68%	-1.58%	-0.77%	-0.72%	-0.77%	-0.60%
Max Decline		-3.15%	-2.48%	-4.69%	-2.59%	-3.08%	-3.03%	-8.29%	-2.69%	-3.28%	-2.30%	-2.54%
Avg Days to Max Decline		12	9	7	6	7	7	8	8	8	4	2
2012 Contract Condition		Yes	Yes	Yes	Yes		Yes	Yes	Yes	Yes
Action		Yes	Yes	Yes	No		Yes	Yes	Yes	No

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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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		27	30	34	37	38	38	38	38	38	38	38
Closed Lower		16	15	16	16	24	16	17	21	17	17	23
Penetrated Low		12	11	13	16	17	13	13	14	14	11	10
Scenario Percentage		75%	73%	81%	100%	71%	81%	76%	67%	82%	65%	43%
Avg Max Decline		3.50%	3.03%	4.07%	5.00%	4.56%	3.33%	4.37%	3.96%	5.21%	3.61%	1.96%
Max Decline		7.83%	7.75%	8.79%	12.33%	12.04%	8.74%	11.74%	15.61%	18.44%	10.17%	5.87%
Avg Days To Max Decline		19	16	16	14	16	11	17	12	19	15	9
Avg Max Increase		-0.55%	-1.03%	-0.79%	-0.69%	-1.03%	-0.95%	-1.07%	-0.92%	-1.04%	-0.54%	-0.65%
Max Increase		-2.90%	-2.99%	-2.16%	-2.18%	-5.43%	-3.37%	-3.70%	-3.24%	-3.20%	-1.60%	-1.84%
Avg Days to Max Increase		5	12	7	6	5	7	9	5	9	3	2
2012 Contract Condition						Yes					Yes	Yes
Action						Yes					Yes	Not Yet
High	156.44	157.08	158.83	159.67	162.43	162.08	157.43	157.61	159.07	163.04	162.13	161.73
Low	153.43	152.53	156.12	156.01	158.04	153.80	153.45	154.01	154.90	158.21	159.09	158.22
Close/Last	154.58	157.08	158.83	159.67	162.08	153.99	156.73	156.80	158.78	161.36	161.27	160.23