MRCI's ScenarioSM Study

ScenarioSM Study for December British Pound(CME) as of May 10, 2021
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		35	38	41	44	45	45	45	45	45	45	45
Closed Higher		14	18	21	28	14	28	25	18	24	23	19
Exceeded High		9	11	18	20	12	23	18	15	17	18	13
Scenario Percentage		64%	61%	86%	71%	86%	82%	72%	83%	71%	78%	68%
Avg Max Increase		2.70%	4.15%	3.67%	3.48%	6.33%	3.98%	3.06%	3.85%	4.55%	3.51%	1.53%
Max Increase		9.26%	10.03%	12.46%	12.84%	12.46%	13.09%	6.30%	8.90%	10.00%	7.62%	3.30%
Avg Days To Max Increase		18	20	20	21	22	17	16	14	17	9	7
Avg Max Decline		-1.14%	-1.05%	-1.25%	-1.45%	-1.39%	-0.68%	-1.60%	-0.68%	-0.81%	-0.68%	-0.52%
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		11	10	7	11	7	8	8	8	10	4	2
2020 Contract Condition					Yes		Yes	Yes	Yes		Yes	Yes
Action					Yes		Yes	Yes	Yes		Yes	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		35	38	41	44	45	45	45	45	45	45	45
Closed Lower		21	20	20	16	31	17	20	26	20	22	26
Penetrated Low		17	15	14	16	21	14	16	18	16	14	13
Scenario Percentage		81%	75%	70%	100%	68%	82%	80%	69%	80%	64%	50%
Avg Max Decline		3.96%	3.23%	3.80%	4.98%	4.52%	3.34%	4.10%	3.88%	5.25%	3.30%	1.77%
Max Decline		13.80%	10.79%	8.79%	12.33%	12.04%	8.74%	11.74%	15.61%	18.44%	10.17%	5.87%
Avg Days To Max Decline		18	17	17	14	15	11	15	14	18	14	8
Avg Max Increase		-0.68%	-1.17%	-0.85%	-0.63%	-1.26%	-0.91%	-1.05%	-1.14%	-0.96%	-0.70%	-0.66%
Max Increase		-3.16%	-3.92%	-2.16%	-2.18%	-5.43%	-3.37%	-3.70%	-3.24%	-3.20%	-3.14%	-1.84%
Avg Days to Max Increase		8	12	7	4	8	7	11	7	8	3	2
2020 Contract Condition		Yes	Yes	Yes		Yes				Yes
Action		Yes	Yes	No		No				No
High	134.91	133.90	131.52	131.63	126.57	124.97	128.12	131.77	134.02	134.89	131.82	134.01
Low	130.67	131.30	128.59	114.71	121.98	121.00	122.63	123.71	129.89	126.79	128.23	128.55
Close/Last	133.85	133.07	128.59	124.69	126.10	123.35	124.02	131.13	133.85	129.04	129.61	133.44