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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Canadian Dollar(CME) as of Jul 19, 2025
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   42 44 45 45 45 45 45 45 45 45 45
Closed Higher   19 19 24 16 21 27 27 21 29 22 22
Exceeded High   12 17 21 14 20 22 23 17 21 16 15
Scenario Percentage   63% 89% 88% 88% 95% 81% 85% 81% 72% 73% 68%
Avg Max Increase   2.29% 2.31% 2.00% 1.78% 2.91% 3.24% 2.49% 2.45% 2.15% 2.17% 1.15%
Max Increase   4.18% 5.00% 5.24% 4.27% 8.23% 15.45% 10.55% 8.67% 4.38% 4.25% 2.55%
Avg Days To Max Increase   18 20 16 11 20 13 15 15 20 12 8
Avg Max Decline   -0.55% -0.80% -0.72% -0.53% -1.04% -0.63% -0.73% -0.99% -0.56% -0.55% -0.37%
Max Decline   -2.20% -3.09% -4.64% -1.99% -3.50% -1.84% -2.37% -6.76% -1.71% -2.58% -0.87%
Avg Days to Max Decline   6 14 11 8 10 7 6 9 9 6 3
2025 Contract Condition           Yes Yes Yes Yes Yes    
Action           Yes Yes Yes Yes Not Yet    
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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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   42 44 45 45 45 45 45 45 45 45 45
Closed Lower   23 25 20 29 24 18 18 24 16 23 23
Penetrated Low   16 18 13 22 17 12 15 15 12 16 12
Scenario Percentage   70% 72% 65% 76% 71% 67% 83% 63% 75% 70% 52%
Avg Max Decline   2.40% 3.31% 3.11% 2.79% 2.63% 1.62% 1.84% 2.35% 3.19% 2.04% 1.25%
Max Decline   7.57% 9.93% 8.67% 9.66% 8.46% 4.39% 6.16% 4.91% 7.59% 5.39% 2.44%
Avg Days To Max Decline   18 21 17 14 16 15 16 19 16 13 9
Avg Max Increase   -0.65% -0.49% -0.33% -0.56% -0.50% -0.48% -0.55% -0.89% -0.80% -0.38% -0.54%
Max Increase   -4.24% -2.44% -1.43% -2.62% -2.63% -1.78% -2.52% -3.76% -2.06% -1.77% -2.30%
Avg Days to Max Increase   8 7 10 7 8 8 7 9 7 6 4
2025 Contract Condition   Yes Yes Yes Yes           Yes  
Action   Yes Yes Yes Yes              
High 75.00 74.77 73.01 72.03 70.73 71.34 70.80 73.10 73.47 74.20 74.04  
Low 73.88 72.57 71.55 69.98 69.49 68.54 69.42 69.95 71.83 72.78 72.82  
Close/Last 74.54 72.68 72.21 70.24 69.63 69.78 70.13 73.03 73.29 73.68 73.06  

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