MRCI's ScenarioSM Study

ScenarioSM Study for September US Dollar Index(ICE) as of Jan 01, 2019
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		31	31	33	33	33	33	33	33	33	33	33
Closed Higher		14	18	14	18	15	16	10	21	14	16	15
Exceeded High		11	11	12	13	14	14	9	19	13	11	8
Scenario Percentage		79%	61%	86%	72%	93%	88%	90%	90%	93%	69%	53%
Avg Max Increase		3.02%	3.57%	3.38%	3.09%	3.25%	3.63%	4.05%	2.38%	2.79%	2.96%	2.52%
Max Increase		5.48%	8.94%	8.79%	6.46%	11.65%	7.77%	8.45%	8.42%	6.58%	9.50%	5.01%
Avg Days To Max Increase		20	17	14	19	17	20	20	13	13	12	11
Avg Max Decline		-0.47%	-0.93%	-0.64%	-1.32%	-0.42%	-1.11%	-0.70%	-1.52%	-0.57%	-0.60%	-0.47%
Max Decline		-2.39%	-2.09%	-3.13%	-2.62%	-1.77%	-3.11%	-1.58%	-4.18%	-1.20%	-1.51%	-1.50%
Avg Days to Max Decline		7	13	5	7	13	14	6	10	6	4	4
2018 Contract Condition		Yes				Yes		Yes	Yes	Yes		Yes
Action		No				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		31	31	33	33	33	33	33	33	33	33	33
Closed Lower		17	13	19	15	18	17	23	12	19	17	18
Penetrated Low		11	10	15	13	13	15	17	10	17	15	13
Scenario Percentage		65%	77%	79%	87%	72%	88%	74%	83%	89%	88%	72%
Avg Max Decline		3.90%	4.17%	2.80%	3.01%	3.64%	3.88%	3.16%	3.79%	3.30%	2.11%	2.32%
Max Decline		9.09%	7.55%	7.67%	6.83%	6.82%	7.71%	8.54%	8.15%	7.14%	5.04%	4.13%
Avg Days To Max Decline		21	18	15	17	21	14	13	20	17	11	9
Avg Max Increase		-0.21%	-0.64%	-0.91%	-0.94%	-1.09%	-1.02%	-0.80%	-0.92%	-0.98%	-1.13%	-0.21%
Max Increase		-1.30%	-1.90%	-2.49%	-2.74%	-5.25%	-3.06%	-3.44%	-2.64%	-3.40%	-3.11%	-1.21%
Avg Days to Max Increase		5	4	9	8	11	7	6	6	8	6	1
2018 Contract Condition			Yes	Yes	Yes		Yes				Yes
Action			Yes	Yes	Yes		No				Not Yet
High	92.480	94.170	94.050	93.105	91.630	89.800	90.050	91.270	94.500	95.255	95.440	96.865
Low	91.710	91.900	91.590	91.200	87.635	87.455	88.190	88.515	91.215	92.760	93.440	94.290
Close/Last	92.183	93.655	92.133	91.200	88.290	89.775	89.392	91.180	93.515	94.350	94.275	95.082