MRCI's ScenarioSM Study

ScenarioSM Study for December British Pound(CME) as of Dec 30, 2016
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		31	34	38	41	42	42	42	42	42	42	42
Closed Higher		11	17	19	25	14	25	23	17	21	22	17
Exceeded High		7	11	16	18	12	21	16	14	16	16	12
Scenario Percentage		64%	65%	84%	72%	86%	84%	70%	82%	76%	73%	71%
Avg Max Increase		3.10%	4.15%	3.74%	3.74%	6.33%	3.89%	3.05%	4.06%	4.48%	3.47%	1.55%
Max Increase		9.26%	10.03%	12.46%	12.84%	12.46%	13.09%	6.30%	8.90%	10.00%	7.62%	3.58%
Avg Days To Max Increase		19	20	20	22	22	17	16	15	17	11	8
Avg Max Decline		-1.06%	-1.05%	-1.32%	-1.34%	-1.39%	-0.66%	-1.54%	-0.72%	-0.80%	-0.77%	-0.53%
Max Decline		-3.15%	-2.48%	-4.69%	-9.30%	-3.08%	-3.03%	-8.29%	-2.69%	-3.28%	-2.30%	-2.54%
Avg Days to Max Decline		12	10	7	11	7	8	8	8	10	4	3
2016 Contract Condition				Yes	Yes			Yes				Yes
Action				Yes	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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		31	34	38	41	42	42	42	42	42	42	42
Closed Lower		20	17	19	16	28	17	19	24	20	20	25
Penetrated Low		16	12	14	16	19	14	15	17	17	13	12
Scenario Percentage		80%	71%	74%	100%	68%	82%	79%	71%	85%	65%	48%
Avg Max Decline		3.35%	2.92%	3.88%	5.00%	4.81%	3.32%	4.33%	4.10%	4.99%	3.36%	1.76%
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		18	15	16	14	15	10	17	13	19	14	8
Avg Max Increase		-0.79%	-0.95%	-0.77%	-0.69%	-1.30%	-0.94%	-1.02%	-1.05%	-1.01%	-0.51%	-0.65%
Max Increase		-3.16%	-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		6	11	7	6	7	7	10	6	9	3	2
2016 Contract Condition		Yes	Yes			Yes	Yes		Yes	Yes	Yes
Action		Yes	No			Yes	Yes		Yes	Yes	Not Yet
High	152.79	147.61	146.71	145.33	146.82	147.51	150.00	135.01	134.02	134.71	129.67	126.82
Low	147.57	141.27	138.77	139.39	140.34	143.63	131.48	128.27	128.96	129.32	120.34	122.15
Close/Last	147.57	142.66	139.47	143.95	146.30	144.92	132.61	132.70	131.55	129.97	122.54	125.10