MRCI's ScenarioSM Study

ScenarioSM Study for September US Dollar Index(ICE) as of Nov 09, 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		33	33	35	35	35	35	35	35	35	35	35
Closed Higher		15	20	14	19	17	18	11	22	14	17	16
Exceeded High		12	12	12	14	16	15	10	20	13	12	9
Scenario Percentage		80%	60%	86%	74%	94%	83%	91%	91%	93%	71%	56%
Avg Max Increase		2.83%	3.32%	3.38%	3.42%	3.42%	3.49%	3.75%	2.33%	2.79%	2.77%	2.19%
Max Increase		5.48%	8.94%	8.79%	7.77%	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	9
Avg Max Decline		-0.55%	-0.92%	-0.64%	-1.36%	-0.57%	-1.07%	-0.67%	-1.53%	-0.57%	-0.66%	-0.28%
Max Decline		-2.39%	-2.09%	-3.13%	-2.62%	-2.93%	-3.11%	-1.58%	-4.18%	-1.20%	-1.51%	-1.37%
Avg Days to Max Decline		7	12	5	9	13	14	7	11	6	4	2
2020 Contract Condition			Yes		Yes	Yes	Yes
Action			No		Yes	Yes	No

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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		33	33	35	35	35	35	35	35	35	35	35
Closed Lower		18	13	21	16	18	17	24	13	21	18	19
Penetrated Low		12	10	16	13	13	15	18	11	18	16	13
Scenario Percentage		67%	77%	76%	81%	72%	88%	75%	85%	86%	89%	68%
Avg Max Decline		3.64%	4.17%	2.69%	3.01%	3.64%	3.88%	3.18%	3.98%	3.42%	2.07%	1.98%
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	21	18	10	7
Avg Max Increase		-0.29%	-0.64%	-0.89%	-0.94%	-1.09%	-1.02%	-0.85%	-0.83%	-0.94%	-1.11%	-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		6	4	8	8	11	7	6	6	7	6	1
2020 Contract Condition		Yes		Yes				Yes	Yes	Yes	Yes	Yes
Action		Yes		No				Yes	Yes	Yes	Yes	Yes
High	97.875	97.725	97.185	96.670	97.085	99.050	103.980	101.015	100.600	98.290	97.615	93.980
Low	96.672	95.918	95.957	95.358	95.655	96.905	94.670	98.780	97.930	95.570	92.510	91.990
Close/Last	97.875	96.060	97.078	95.358	96.480	97.525	99.093	99.058	98.323	97.350	93.320	92.130