MRCI's ScenarioSM Study

ScenarioSM Study for December US Dollar Index(ICE) as of Oct 29, 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	8
Scenario Percentage		74%	88%	82%	83%	91%	93%	65%	69%	94%	86%	40%
Avg Max Increase		3.49%	2.62%	3.39%	3.54%	2.17%	2.70%	3.28%	4.22%	3.66%	2.48%	0.88%
Max Increase		7.96%	6.66%	7.42%	8.00%	8.36%	6.64%	9.61%	13.53%	12.46%	4.08%	1.63%
Avg Days To Max Increase		19	18	19	19	14	14	16	18	16	12	5
Avg Max Decline		-1.25%	-0.60%	-0.82%	-0.59%	-1.40%	-0.42%	-0.54%	-0.89%	-0.78%	-0.90%	-0.66%
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
2021 Contract Condition		Yes	Yes	Yes			Yes		Yes	Yes
Action		Yes	Yes	No			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		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	14	11
Scenario Percentage		80%	78%	88%	70%	92%	86%	89%	89%	84%	67%	73%
Avg Max Decline		2.98%	3.16%	3.67%	3.23%	3.62%	3.36%	2.65%	3.59%	3.84%	3.36%	1.46%
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%	-0.55%	-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	5	2
2021 Contract Condition					Yes	Yes		Yes			Yes
Action					Yes	No		No			Not Yet
High	90.430	90.750	91.450	93.335	93.265	91.250	92.420	93.160	93.710	94.520	94.570
Low	89.535	89.090	89.620	90.740	90.405	89.550	89.695	91.775	91.800	91.935	93.265
Close/Last	89.780	90.470	90.828	93.185	91.210	89.987	92.420	92.168	92.635	94.240	94.120