MRCI's ScenarioSM Study

ScenarioSM Study for December Canadian Dollar(CME) as of Oct 29, 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		40	43	43	44	44	44	44	44	44	44	44
Closed Higher		15	19	23	29	20	27	22	22	29	18	16
Exceeded High		13	18	19	23	14	19	17	18	19	13	12
Scenario Percentage		87%	95%	83%	79%	70%	70%	77%	82%	66%	72%	75%
Avg Max Increase		1.90%	2.90%	3.32%	2.47%	2.77%	2.21%	2.56%	2.77%	2.73%	1.74%	1.02%
Max Increase		3.89%	8.09%	15.26%	10.44%	8.57%	4.35%	5.79%	11.76%	9.64%	4.47%	2.00%
Avg Days To Max Increase		11	20	14	17	17	21	18	19	15	12	9
Avg Max Decline		-0.50%	-1.00%	-0.54%	-0.65%	-1.06%	-0.51%	-0.86%	-0.57%	-0.57%	-0.45%	-0.23%
Max Decline		-1.96%	-3.40%	-1.76%	-1.91%	-6.74%	-1.77%	-3.04%	-2.54%	-2.56%	-2.18%	-0.72%
Avg Days to Max Decline		7	11	6	7	9	9	10	5	8	3	2
2021 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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		40	43	43	44	44	44	44	44	44	44	44
Closed Lower		24	24	20	14	23	16	22	22	14	25	28
Penetrated Low		18	18	13	12	13	11	16	15	12	17	19
Scenario Percentage		75%	75%	65%	86%	57%	69%	73%	68%	86%	68%	68%
Avg Max Decline		3.00%	2.61%	1.70%	1.96%	2.70%	2.89%	2.21%	3.80%	1.83%	2.13%	1.32%
Max Decline		9.54%	8.30%	4.22%	5.89%	4.85%	7.77%	5.50%	18.14%	3.86%	7.72%	4.70%
Avg Days To Max Decline		14	16	15	15	19	18	18	18	14	10	9
Avg Max Increase		-0.61%	-0.34%	-0.35%	-0.35%	-0.88%	-1.15%	-0.54%	-1.10%	-0.70%	-0.71%	-0.33%
Max Increase		-2.53%	-2.64%	-1.68%	-1.79%	-3.74%	-5.02%	-2.18%	-3.56%	-1.49%	-4.79%	-1.10%
Avg Days to Max Increase		6	7	8	4	9	9	10	12	7	5	2
2021 Contract Condition		Yes					Yes	Yes	Yes	Yes
Action		No					Yes	Yes	No	Not Yet
High	78.91	79.42	80.15	80.84	81.51	83.23	83.24	81.27	80.28	80.09	81.37
Low	77.11	77.76	77.78	78.54	79.06	80.98	80.09	78.08	77.23	77.54	78.49
Close/Last	78.36	78.13	78.66	79.58	81.45	82.72	80.62	80.12	79.31	78.99	80.81