MRCI's ScenarioSM Study

ScenarioSM Study for June Eurodollars(CME) as of Nov 09, 2020
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		38	38	38	38	38	38	38	38	39	39	39
Closed Higher		23	27	27	24	19	20	22	18	17	22	20
Exceeded High		22	25	25	17	17	19	16	16	12	18	10
Scenario Percentage		96%	93%	93%	71%	89%	95%	73%	89%	71%	82%	50%
Avg Max Increase		0.66%	0.67%	0.61%	0.65%	0.70%	0.47%	0.36%	0.32%	0.48%	0.35%	0.17%
Max Increase		2.01%	3.61%	2.75%	1.62%	1.91%	1.11%	1.29%	1.41%	2.24%	1.69%	0.40%
Avg Days To Max Increase		17	16	15	18	15	18	15	18	19	13	9
Avg Max Decline		-0.10%	-0.19%	-0.11%	-0.06%	-0.11%	-0.17%	-0.09%	-0.09%	-0.09%	-0.06%	-0.02%
Max Decline		-0.40%	-1.49%	-0.55%	-0.27%	-0.47%	-0.76%	-0.27%	-0.43%	-0.30%	-0.64%	-0.15%
Avg Days to Max Decline		10	9	6	4	8	7	7	7	7	2	1
2020 Contract Condition			Yes		Yes			Yes	Yes	Yes	Yes	Yes
Action			Yes		No			Yes	Yes	No	Yes	Not Yet

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		38	38	38	38	38	38	38	38	39	39	39
Closed Lower		15	11	11	13	18	18	15	20	21	15	18
Penetrated Low		9	6	7	11	10	10	12	18	13	10	10
Scenario Percentage		60%	55%	64%	85%	56%	56%	80%	90%	62%	67%	56%
Avg Max Decline		0.39%	0.52%	0.49%	0.39%	0.30%	0.45%	0.44%	0.41%	0.43%	0.32%	0.12%
Max Decline		1.21%	1.83%	1.05%	1.31%	0.76%	1.39%	1.85%	1.26%	1.27%	1.07%	0.35%
Avg Days To Max Decline		17	10	19	16	19	19	17	19	15	12	8
Avg Max Increase		-0.15%	-0.08%	-0.08%	-0.06%	-0.08%	-0.08%	-0.10%	-0.11%	-0.07%	-0.04%	-0.05%
Max Increase		-0.51%	-0.13%	-0.23%	-0.20%	-0.19%	-0.30%	-0.29%	-0.80%	-0.26%	-0.11%	-0.29%
Avg Days to Max Increase		8	2	15	4	3	12	5	6	6	4	3
2020 Contract Condition		Yes		Yes		Yes	Yes
Action		No		No		Yes	No
High	98.500	98.410	98.695	98.710	98.700	98.495	98.460	98.515	98.985	99.765	99.680	99.715
Low	98.165	98.095	98.170	98.300	98.345	98.305	98.270	98.295	98.380	98.970	99.305	99.625
Close/Last	98.380	98.190	98.605	98.445	98.490	98.380	98.310	98.495	98.965	99.475	99.655	99.698