MRCI's ScenarioSM Study

ScenarioSM Study for June Canadian Dollar(CME) as of Sep 16, 2022
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		41	42	43	45	45	45	45	45	45	45	45
Closed Higher		20	22	27	21	17	25	15	22	25	29	20
Exceeded High		16	17	17	13	16	20	12	20	20	22	12
Scenario Percentage		80%	77%	63%	62%	94%	80%	80%	91%	80%	76%	60%
Avg Max Increase		2.43%	2.82%	2.82%	2.02%	2.11%	2.10%	1.99%	3.13%	3.53%	2.37%	1.46%
Max Increase		5.50%	11.46%	9.39%	4.29%	4.34%	4.98%	4.31%	8.25%	15.65%	10.60%	3.51%
Avg Days To Max Increase		18	19	15	16	19	19	13	22	17	9	7
Avg Max Decline		-0.72%	-0.43%	-0.40%	-0.51%	-0.91%	-0.84%	-0.66%	-1.06%	-0.61%	-0.64%	-0.36%
Max Decline		-2.99%	-2.51%	-2.55%	-2.21%	-3.26%	-4.68%	-2.02%	-3.58%	-1.84%	-1.99%	-0.83%
Avg Days to Max Decline		7	5	8	6	16	12	8	10	7	5	2
2022 Contract Condition					Yes		Yes		Yes	Yes		Yes
Action					No		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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		41	42	43	45	45	45	45	45	45	45	45
Closed Lower		21	20	16	23	28	20	30	22	19	16	25
Penetrated Low		15	13	13	15	21	15	23	17	14	15	13
Scenario Percentage		71%	65%	81%	65%	75%	75%	77%	77%	74%	94%	52%
Avg Max Decline		2.11%	3.74%	1.65%	2.59%	3.29%	2.94%	2.72%	2.67%	1.55%	1.72%	1.08%
Max Decline		5.49%	17.67%	3.99%	7.59%	10.34%	9.06%	9.76%	8.59%	4.44%	6.31%	1.66%
Avg Days To Max Decline		18	19	17	18	21	16	13	16	15	15	6
Avg Max Increase		-0.46%	-1.01%	-0.72%	-0.74%	-0.57%	-0.48%	-0.60%	-0.46%	-0.52%	-0.50%	-0.10%
Max Increase		-2.16%	-3.36%	-2.35%	-4.26%	-2.62%	-1.38%	-2.57%	-2.84%	-1.82%	-1.86%	-0.41%
Avg Days to Max Increase		9	10	8	8	5	9	7	7	9	6	1
2022 Contract Condition		Yes	Yes	Yes		Yes		Yes			Yes
Action		Yes	No	No		Yes		Yes			Yes
High	83.16	81.23	80.24	79.96	81.29	80.84	79.24	80.25	79.13	80.44	80.61	79.17
Low	80.14	78.12	77.22	77.55	78.48	77.88	77.10	78.00	77.65	77.52	77.62	76.46
Close/Last	80.59	80.11	79.29	78.96	80.68	78.19	79.01	78.73	78.84	80.09	77.91	79.08