MRCI's ScenarioSM Study

ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2014
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		26	27	27	27	27	28	28	28	28	28	28
Closed Higher		13	11	10	9	14	11	15	12	14	9	17
Exceeded High		7	5	10	7	9	10	12	11	13	7	13
Scenario Percentage		54%	45%	100%	78%	64%	91%	80%	92%	93%	78%	76%
Avg Max Increase		3.40%	4.91%	3.92%	2.63%	3.17%	3.16%	3.07%	3.54%	3.92%	3.64%	1.61%
Max Increase		9.23%	13.23%	12.46%	5.33%	6.34%	8.79%	6.44%	11.75%	7.79%	8.31%	3.39%
Avg Days To Max Increase		15	20	14	19	17	14	17	17	22	14	9
Avg Max Decline		-0.40%	-1.04%	-0.43%	-0.42%	-0.96%	-0.80%	-1.44%	-0.57%	-1.31%	-0.81%	-0.68%
Max Decline		-1.21%	-2.26%	-2.35%	-1.22%	-2.70%	-3.15%	-2.98%	-1.27%	-3.17%	-1.69%	-2.01%
Avg Days to Max Decline		2	10	4	9	12	6	8	13	16	6	4
2013 Contract Condition		Yes				Yes			Yes	Yes		Yes
Action		No				No			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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		26	27	27	27	27	28	28	28	28	28	28
Closed Lower		13	16	17	18	13	17	13	16	14	19	11
Penetrated Low		12	13	16	13	10	13	11	11	14	14	6
Scenario Percentage		92%	81%	94%	72%	77%	76%	85%	69%	100%	74%	55%
Avg Max Decline		2.61%	3.66%	3.47%	4.11%	4.52%	2.91%	3.51%	3.86%	3.80%	2.63%	1.73%
Max Decline		4.87%	7.73%	7.97%	9.26%	8.25%	8.05%	7.19%	6.88%	7.73%	7.55%	2.93%
Avg Days To Max Decline		21	18	21	20	17	13	18	23	13	8	10
Avg Max Increase		-1.25%	-0.54%	-0.80%	-0.26%	-0.55%	-0.93%	-0.96%	-1.32%	-1.36%	-0.63%	-0.50%
Max Increase		-3.62%	-2.94%	-2.98%	-1.64%	-2.19%	-2.86%	-2.54%	-5.46%	-3.24%	-3.41%	-0.90%
Avg Days to Max Increase		13	6	10	6	4	5	6	14	7	4	2
2013 Contract Condition			Yes	Yes	Yes		Yes	Yes			Yes
Action			Yes	Yes	Yes		Yes	Yes			Yes
High	83.987	85.295	84.580	82.425	80.778	81.760	80.773	81.120	82.245	83.520	83.660	84.595
Low	82.565	82.873	82.310	79.547	79.480	80.590	79.145	79.350	79.090	81.830	81.640	81.370
Close/Last	82.773	83.810	82.310	80.445	80.438	80.603	79.990	79.390	82.188	83.175	81.808	83.400