MRCI's ScenarioSM Study

ScenarioSM Study for June Eurodollars(CME) as of Jan 21, 2022
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		39	39	39	39	39	39	39	39	40	40	40
Closed Higher		24	27	27	24	19	21	23	18	17	22	21
Exceeded High		22	25	25	17	17	20	17	16	12	18	10
Scenario Percentage		92%	93%	93%	71%	89%	95%	74%	89%	71%	82%	48%
Avg Max Increase		0.66%	0.67%	0.61%	0.65%	0.70%	0.45%	0.34%	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	8
Avg Max Decline		-0.10%	-0.19%	-0.11%	-0.06%	-0.11%	-0.17%	-0.08%	-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	8	7	7	7	2	1
2021 Contract Condition		Yes					Yes	Yes				Yes
Action		No					Yes	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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		39	39	39	39	39	39	39	39	40	40	40
Closed Lower		15	12	11	14	19	18	15	21	22	16	18
Penetrated Low		9	6	7	12	10	10	12	19	14	10	9
Scenario Percentage		60%	50%	64%	86%	53%	56%	80%	90%	64%	63%	50%
Avg Max Decline		0.39%	0.52%	0.49%	0.36%	0.30%	0.45%	0.44%	0.39%	0.40%	0.31%	0.11%
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	15	19	19	17	19	14	12	7
Avg Max Increase		-0.15%	-0.08%	-0.08%	-0.05%	-0.08%	-0.08%	-0.10%	-0.11%	-0.07%	-0.04%	-0.06%
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	3	3	12	5	6	6	4	3
2021 Contract Condition			Yes		Yes	Yes			Yes	Yes	Yes
Action			No		Yes	No			Yes	Yes	Not Yet
High	99.830	99.855	99.855	99.825	99.815	99.805	99.840	99.850	99.860	99.845	99.830	99.883
Low	99.725	99.800	99.775	99.790	99.785	99.780	99.790	99.815	99.815	99.820	99.805	99.805
Close/Last	99.820	99.845	99.810	99.810	99.800	99.795	99.835	99.845	99.830	99.825	99.815	99.877