MRCI's ScenarioSM Study

ScenarioSM Study for March Eurodollars(CME) as of Jan 01, 2014
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		30	31	31	31	31	31	31	31	31	31	31
Closed Higher		16	15	22	19	22	22	23	14	19	16	15
Exceeded High		15	14	18	17	21	21	16	12	17	12	10
Scenario Percentage		94%	93%	82%	89%	95%	95%	70%	86%	89%	75%	67%
Avg Max Increase		0.73%	0.68%	0.68%	0.74%	0.75%	0.58%	0.62%	0.84%	0.38%	0.23%	0.15%
Max Increase		2.51%	1.65%	2.42%	2.18%	4.13%	3.01%	1.74%	1.83%	1.05%	0.79%	0.58%
Avg Days To Max Increase		16	19	15	18	16	13	19	19	15	10	8
Avg Max Decline		-0.08%	-0.16%	-0.10%	-0.09%	-0.19%	-0.13%	-0.07%	-0.15%	-0.13%	-0.05%	-0.03%
Max Decline		-0.24%	-0.75%	-0.51%	-0.29%	-0.96%	-0.54%	-0.23%	-0.54%	-0.83%	-0.16%	-0.13%
Avg Days to Max Decline		7	6	8	9	9	5	8	7	8	5	2
2013 Contract Condition		Yes		Yes	Yes	Yes	Yes	Yes		Yes		Yes
Action		Yes		Yes	Yes	Yes	Yes	Yes		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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		30	31	31	31	31	31	31	31	31	31	31
Closed Lower		14	16	9	12	8	9	7	15	11	15	16
Penetrated Low		13	10	3	7	4	5	5	9	7	11	11
Scenario Percentage		93%	63%	33%	58%	50%	56%	71%	60%	64%	73%	69%
Avg Max Decline		0.73%	0.36%	0.34%	0.44%	0.77%	0.57%	0.51%	0.29%	0.38%	0.24%	0.14%
Max Decline		2.28%	0.94%	0.54%	1.20%	1.94%	1.18%	1.12%	0.73%	1.10%	0.93%	0.28%
Avg Days To Max Decline		15	12	10	17	14	17	18	16	19	10	9
Avg Max Increase		-0.09%	-0.20%	-0.16%	-0.18%	-0.14%	-0.10%	-0.10%	-0.06%	-0.06%	-0.07%	-0.03%
Max Increase		-0.43%	-0.64%	-0.19%	-0.50%	-0.37%	-0.17%	-0.18%	-0.14%	-0.24%	-0.23%	-0.10%
Avg Days to Max Increase		5	5	11	9	6	13	4	3	9	5	2
2013 Contract Condition			Yes								Yes
Action			No								Not Yet
High	99.490	99.475	99.485	99.510	99.640	99.655	99.690	99.720	99.700	99.725	99.715	99.713
Low	99.325	99.370	99.280	99.325	99.455	99.555	99.600	99.650	99.650	99.670	99.680	99.690
Close/Last	99.450	99.470	99.370	99.475	99.625	99.645	99.675	99.680	99.680	99.700	99.695	99.705