MRCI's ScenarioSM Study

ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2018
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		30	31	31	31	31	32	32	32	32	32	32
Closed Higher		15	14	12	12	18	13	18	14	16	9	20
Exceeded High		9	8	12	10	12	12	13	13	14	7	14
Scenario Percentage		60%	57%	100%	83%	67%	92%	72%	93%	88%	78%	70%
Avg Max Increase		3.39%	4.21%	3.83%	3.14%	3.31%	3.26%	3.25%	3.49%	3.69%	3.64%	1.58%
Max Increase		9.23%	13.23%	12.46%	5.46%	8.65%	8.79%	6.44%	11.75%	7.79%	8.31%	3.56%
Avg Days To Max Increase		15	20	16	19	16	14	17	15	20	14	9
Avg Max Decline		-0.33%	-0.83%	-0.71%	-0.56%	-1.15%	-0.62%	-1.45%	-0.49%	-1.22%	-0.81%	-0.64%
Max Decline		-1.21%	-2.26%	-2.60%	-2.54%	-2.70%	-3.15%	-2.98%	-1.27%	-3.17%	-1.69%	-2.01%
Avg Days to Max Decline		2	7	6	8	11	5	7	11	14	6	4
2017 Contract Condition			Yes		Yes	Yes	Yes		Yes
Action			Yes		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		30	31	31	31	31	32	32	32	32	32	32
Closed Lower		15	17	19	19	13	19	14	18	16	23	12
Penetrated Low		14	13	17	13	10	15	12	13	16	18	8
Scenario Percentage		93%	76%	89%	68%	77%	79%	86%	72%	100%	78%	67%
Avg Max Decline		2.48%	3.66%	3.35%	4.11%	4.52%	2.80%	3.28%	3.73%	3.73%	2.40%	1.44%
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	14	19	22	13	8	12
Avg Max Increase		-1.25%	-0.54%	-0.77%	-0.26%	-0.55%	-0.99%	-1.11%	-1.20%	-1.30%	-0.65%	-0.56%
Max Increase		-3.62%	-2.94%	-2.98%	-1.64%	-2.19%	-2.86%	-2.78%	-5.46%	-3.24%	-3.41%	-0.90%
Avg Days to Max Increase		14	6	10	6	4	7	8	12	8	4	4
2017 Contract Condition		Yes		Yes				Yes		Yes	Yes	Yes
Action		Yes		No				Yes		Yes	Yes	Yes
High	97.025	97.570	96.515	95.960	98.830	101.835	103.610	103.750	101.650	102.190	101.265	99.765
Low	93.500	95.500	94.000	94.500	95.433	95.750	99.475	99.330	99.145	98.670	98.565	96.700
Close/Last	96.358	95.530	95.873	95.230	98.243	101.370	102.255	99.425	101.050	100.218	98.898	96.855