MRCI's ScenarioSM Study

ScenarioSM Study for December US Dollar Index(ICE) as of May 10, 2021
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		34	34	34	35	35	35	35	35	35	35	35
Closed Higher		19	16	17	12	22	14	17	16	16	14	20
Exceeded High		14	14	14	10	20	13	11	11	15	12	9
Scenario Percentage		74%	88%	82%	83%	91%	93%	65%	69%	94%	86%	45%
Avg Max Increase		3.49%	2.62%	3.39%	3.54%	2.17%	2.70%	3.28%	4.22%	3.66%	2.48%	1.06%
Max Increase		7.96%	6.66%	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	19	14	14	16	18	16	12	7
Avg Max Decline		-1.25%	-0.60%	-0.82%	-0.59%	-1.40%	-0.42%	-0.54%	-0.89%	-0.78%	-0.90%	-0.65%
Max Decline		-2.60%	-2.79%	-2.76%	-1.59%	-3.72%	-0.93%	-1.43%	-2.47%	-2.75%	-2.56%	-2.61%
Avg Days to Max Decline		9	12	14	7	11	6	4	9	6	4	2
2020 Contract Condition		Yes	Yes	Yes	Yes					Yes	Yes
Action		Yes	Yes	No	No					No	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		34	34	34	35	35	35	35	35	35	35	35
Closed Lower		15	18	17	23	13	21	18	19	19	21	15
Penetrated Low		12	14	15	16	12	18	16	17	16	15	11
Scenario Percentage		80%	78%	88%	70%	92%	86%	89%	89%	84%	71%	73%
Avg Max Decline		2.98%	3.16%	3.67%	3.23%	3.62%	3.36%	2.65%	3.59%	3.84%	3.23%	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		18	24	17	14	20	19	17	15	20	11	7
Avg Max Increase		-1.01%	-1.55%	-0.91%	-0.55%	-0.65%	-0.72%	-1.33%	-0.60%	-1.00%	-0.60%	-0.43%
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	5	8	14	5	10	7	2
2020 Contract Condition						Yes	Yes	Yes	Yes			Yes
Action						Yes	Yes	Yes	Yes			Yes
High	96.258	96.755	98.720	103.800	100.770	100.523	98.000	97.580	93.975	94.795	94.140	94.330
Low	95.028	95.325	96.455	94.605	98.900	98.000	95.615	92.520	92.010	91.750	92.460	91.490
Close/Last	95.028	96.150	97.320	99.058	99.112	98.330	97.360	93.340	92.140	93.927	94.043	91.858