MRCI's ScenarioSM Study

ScenarioSM Study for March Eurodollars(CME) as of Jan 01, 2015
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		31	32	32	32	32	32	32	32	32	32	32
Closed Higher		17	15	22	20	23	23	24	15	19	17	16
Exceeded High		15	14	18	18	22	22	17	12	17	13	10
Scenario Percentage		88%	93%	82%	90%	96%	96%	71%	80%	89%	76%	63%
Avg Max Increase		0.73%	0.68%	0.68%	0.70%	0.72%	0.56%	0.59%	0.84%	0.38%	0.20%	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	17	13	19	19	15	10	8
Avg Max Decline		-0.08%	-0.16%	-0.10%	-0.09%	-0.18%	-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	10	8	5	7	7	8	5	2
2014 Contract Condition		Yes			Yes	Yes	Yes	Yes	Yes		Yes	Yes
Action		No			Yes	Yes	Yes	Yes	No		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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		31	32	32	32	32	32	32	32	32	32	32
Closed Lower		14	17	10	12	8	9	7	15	12	15	16
Penetrated Low		13	11	3	7	4	5	5	9	7	11	11
Scenario Percentage		93%	65%	30%	58%	50%	56%	71%	60%	58%	73%	69%
Avg Max Decline		0.73%	0.34%	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	13	10	17	14	17	18	16	19	10	9
Avg Max Increase		-0.09%	-0.19%	-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	6	11	9	6	13	4	3	9	5	2
2014 Contract Condition			Yes	Yes						Yes
Action			Yes	No						No
High	99.640	99.685	99.685	99.660	99.640	99.650	99.690	99.720	99.760	99.755	99.755	99.767
Low	99.555	99.575	99.540	99.405	99.515	99.595	99.600	99.625	99.715	99.705	99.720	99.745
Close/Last	99.580	99.670	99.580	99.570	99.630	99.640	99.675	99.715	99.745	99.725	99.750	99.765