MRCI's ScenarioSM Study

ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2016
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		28	29	29	29	29	30	30	30	30	30	30
Closed Higher		14	13	11	10	16	12	17	13	16	9	19
Exceeded High		8	7	11	8	10	11	13	12	14	7	14
Scenario Percentage		57%	54%	100%	80%	63%	92%	76%	92%	88%	78%	74%
Avg Max Increase		3.70%	4.37%	3.83%	2.82%	3.71%	3.42%	3.25%	3.69%	3.69%	3.61%	1.46%
Max Increase		9.23%	13.23%	12.46%	5.33%	8.65%	8.79%	6.44%	11.75%	7.79%	8.31%	3.26%
Avg Days To Max Increase		16	19	15	21	18	15	17	16	20	14	9
Avg Max Decline		-0.38%	-0.74%	-0.54%	-0.36%	-0.94%	-0.71%	-1.45%	-0.54%	-1.22%	-0.81%	-0.64%
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	7	5	9	12	5	7	12	14	6	4
2015 Contract Condition		Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes		Yes
Action		Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes	No		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		28	29	29	29	29	30	30	30	30	30	30
Closed Lower		14	16	18	19	13	18	13	17	14	21	11
Penetrated Low		13	13	17	13	10	14	11	12	14	16	6
Scenario Percentage		93%	81%	94%	68%	77%	78%	85%	71%	100%	76%	55%
Avg Max Decline		2.54%	3.66%	3.35%	4.11%	4.52%	2.75%	3.51%	3.59%	3.80%	2.43%	1.66%
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		22	18	21	20	17	14	18	22	13	8	9
Avg Max Increase		-1.27%	-0.54%	-0.77%	-0.26%	-0.55%	-0.98%	-0.96%	-1.26%	-1.36%	-0.68%	-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		15	6	10	6	4	6	6	13	7	4	2
2015 Contract Condition											Yes
Action											Yes
High	81.040	81.935	83.355	86.560	87.605	88.845	91.025	96.475	95.965	100.785	100.270	97.880
Low	80.120	80.157	81.705	83.125	84.895	87.400	88.115	91.195	94.135	94.765	94.470	93.155
Close/Last	80.120	81.860	83.125	86.350	87.395	88.795	90.980	95.655	95.730	98.660	94.715	96.985