MRCI's ScenarioSM Study

ScenarioSM Study for December 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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		33	33	33	34	34	34	34	34	34	34	34
Closed Higher		18	15	16	11	22	14	17	16	15	13	20
Exceeded High		13	13	14	10	20	13	11	11	15	11	11
Scenario Percentage		72%	87%	88%	91%	91%	93%	65%	69%	100%	85%	55%
Avg Max Increase		3.14%	2.30%	3.39%	3.54%	2.17%	2.70%	3.28%	4.22%	3.66%	2.82%	1.13%
Max Increase		6.39%	5.08%	7.42%	8.00%	8.36%	6.64%	9.61%	13.53%	12.46%	5.22%	2.91%
Avg Days To Max Increase		19	18	19	19	14	14	16	18	16	12	8
Avg Max Decline		-1.22%	-0.44%	-0.82%	-0.59%	-1.40%	-0.42%	-0.54%	-0.89%	-0.78%	-0.90%	-0.80%
Max Decline		-2.60%	-1.83%	-2.76%	-1.59%	-3.72%	-0.93%	-1.43%	-2.47%	-2.75%	-2.56%	-2.61%
Avg Days to Max Decline		7	12	14	7	11	6	4	9	6	4	2
2019 Contract Condition			Yes	Yes	Yes	Yes		Yes	Yes	Yes		Yes
Action			Yes	Yes	Yes	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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		33	33	33	34	34	34	34	34	34	34	34
Closed Lower		15	18	17	23	12	20	17	18	19	21	14
Penetrated Low		12	14	15	16	11	17	15	16	16	15	10
Scenario Percentage		80%	78%	88%	70%	92%	85%	88%	89%	84%	71%	71%
Avg Max Decline		2.98%	3.16%	3.67%	3.23%	3.41%	3.24%	2.72%	3.79%	3.84%	3.26%	1.62%
Max Decline		6.90%	6.29%	7.76%	8.27%	7.61%	7.14%	5.00%	9.15%	7.85%	6.04%	2.82%
Avg Days To Max Decline		18	24	17	14	19	19	18	16	20	11	8
Avg Max Increase		-1.01%	-1.55%	-0.91%	-0.55%	-0.74%	-0.75%	-1.37%	-0.62%	-1.00%	-0.60%	-0.46%
Max Increase		-2.87%	-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		9	12	8	6	6	8	14	5	10	7	2
2019 Contract Condition		Yes					Yes				Yes
Action		No					No				Yes
High	95.058	94.870	95.470	96.142	96.965	97.050	96.810	97.975	98.530	99.115	99.305	98.495
Low	94.185	93.310	93.785	94.200	95.395	95.800	94.975	95.430	96.600	97.560	96.885	96.960
Close/Last	94.185	93.800	94.582	95.830	96.140	96.655	95.265	97.782	98.418	99.020	97.155	98.203