MRCI's ScenarioSM Study

ScenarioSM Study for September US Dollar Index(ICE) as of Jun 08, 2020
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		32	32	34	34	34	34	34	34	34	34	34
Closed Higher		15	19	14	18	16	17	11	22	14	17	16
Exceeded High		12	12	12	13	15	15	10	20	13	12	9
Scenario Percentage		80%	63%	86%	72%	94%	88%	91%	91%	93%	71%	56%
Avg Max Increase		2.83%	3.32%	3.38%	3.09%	3.20%	3.49%	3.75%	2.33%	2.79%	2.80%	2.29%
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		19	17	14	19	18	20	21	14	13	11	10
Avg Max Decline		-0.55%	-0.92%	-0.64%	-1.32%	-0.41%	-1.07%	-0.67%	-1.53%	-0.57%	-0.66%	-0.44%
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	12	5	7	14	14	7	11	6	4	3
2019 Contract Condition		Yes	Yes			Yes	Yes	Yes	Yes		Yes	Yes
Action		Yes	Yes			Yes	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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		32	32	34	34	34	34	34	34	34	34	34
Closed Lower		17	13	20	16	18	17	23	12	20	17	18
Penetrated Low		11	10	16	13	13	15	17	10	17	15	12
Scenario Percentage		65%	77%	80%	81%	72%	88%	74%	83%	85%	88%	67%
Avg Max Decline		3.90%	4.17%	2.69%	3.01%	3.64%	3.88%	3.16%	3.79%	3.30%	2.09%	2.25%
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	14	17	21	14	13	20	17	11	8
Avg Max Increase		-0.21%	-0.64%	-0.89%	-0.94%	-1.09%	-1.02%	-0.80%	-0.92%	-0.98%	-1.13%	-0.23%
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	8	8	11	7	6	6	8	6	2
2019 Contract Condition				Yes	Yes					Yes
Action				Yes	No					No
High	93.148	95.320	95.718	96.020	95.420	95.907	96.665	97.500	97.715	97.265	98.445	98.970
Low	91.920	93.120	93.910	94.735	93.785	94.315	94.695	95.840	96.300	95.365	95.775	96.980
Close/Last	93.148	95.255	95.565	94.735	94.330	95.052	96.330	96.660	97.135	95.665	98.258	98.860