MRCI's ScenarioSM Study

ScenarioSM Study for December 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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		29	29	29	30	30	30	30	30	30	30	30
Closed Higher		17	12	15	9	19	12	16	13	12	10	17
Exceeded High		13	10	13	8	17	11	10	8	12	8	9
Scenario Percentage		76%	83%	87%	89%	89%	92%	63%	62%	100%	80%	53%
Avg Max Increase		3.14%	2.46%	3.55%	3.75%	2.25%	2.82%	3.47%	4.98%	4.11%	3.04%	1.06%
Max Increase		6.39%	5.08%	7.42%	8.00%	8.36%	6.64%	9.61%	13.53%	12.46%	4.08%	2.50%
Avg Days To Max Increase		19	18	19	18	12	14	15	17	18	12	7
Avg Max Decline		-1.22%	-0.36%	-0.85%	-0.73%	-1.32%	-0.34%	-0.47%	-0.75%	-0.90%	-0.70%	-0.65%
Max Decline		-2.60%	-1.06%	-2.76%	-1.59%	-3.72%	-0.91%	-1.43%	-2.47%	-2.75%	-2.19%	-2.61%
Avg Days to Max Decline		7	11	14	8	10	6	4	7	5	3	2
2015 Contract Condition		Yes		Yes		Yes		Yes		Yes	Yes	Yes
Action		Yes		No		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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		29	29	29	30	30	30	30	30	30	30	30
Closed Lower		12	17	14	21	11	18	14	17	18	20	13
Penetrated Low		10	13	13	14	10	16	13	15	16	14	10
Scenario Percentage		83%	76%	93%	67%	91%	89%	93%	88%	89%	70%	77%
Avg Max Decline		3.41%	2.99%	3.75%	3.35%	3.34%	3.19%	2.88%	3.93%	3.84%	3.43%	1.55%
Max Decline		6.90%	6.29%	7.76%	8.27%	7.61%	7.14%	5.00%	9.15%	7.85%	5.67%	2.82%
Avg Days To Max Decline		17	23	18	14	18	18	19	16	20	11	7
Avg Max Increase		-0.78%	-1.64%	-0.92%	-0.59%	-0.73%	-0.74%	-1.40%	-0.64%	-1.00%	-0.55%	-0.46%
Max Increase		-2.59%	-6.12%	-2.95%	-3.27%	-2.66%	-3.08%	-3.33%	-2.41%	-3.06%	-1.55%	-1.85%
Avg Days to Max Increase		7	12	7	6	4	8	15	5	10	5	2
2015 Contract Condition			Yes		Yes		Yes		Yes
Action			Yes		Yes		Yes		No
High	91.590	97.090	96.970	102.450	101.190	98.530	98.565	98.620	98.740	96.920	97.895	100.360
Low	88.998	91.700	95.235	96.200	95.210	93.770	94.090	95.945	92.850	94.195	93.830	96.710
Close/Last	91.575	96.835	96.540	99.640	95.463	97.725	96.010	97.760	96.135	96.480	97.020	100.210