MRCI's ScenarioSM Study

ScenarioSM Study for September 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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		32	32	32	32	32	33	33	33	33	33	33
Closed Higher		22	17	20	18	18	11	19	15	23	23	22
Exceeded High		18	16	19	13	17	8	16	12	18	23	13
Scenario Percentage		82%	94%	95%	72%	94%	73%	84%	80%	78%	100%	59%
Avg Max Increase		0.66%	0.72%	0.59%	0.40%	0.36%	0.66%	0.61%	0.50%	0.44%	0.40%	0.19%
Max Increase		1.59%	1.86%	1.45%	0.99%	1.50%	2.38%	2.39%	1.00%	1.69%	3.82%	0.66%
Avg Days To Max Increase		16	18	19	13	19	17	15	20	16	7	7
Avg Max Decline		-0.07%	-0.13%	-0.17%	-0.10%	-0.24%	-0.14%	-0.07%	-0.06%	-0.06%	-0.05%	-0.02%
Max Decline		-0.45%	-0.41%	-0.67%	-0.33%	-1.06%	-0.34%	-0.55%	-0.28%	-0.27%	-0.17%	-0.10%
Avg Days to Max Decline		6	9	6	6	11	7	3	3	8	3	1
2014 Contract Condition		Yes	Yes		Yes	Yes		Yes	Yes			Yes
Action		Yes	No		Yes	Yes		Yes	No			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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		32	32	32	32	32	33	33	33	33	33	33
Closed Lower		8	15	11	14	14	21	13	18	8	9	10
Penetrated Low		7	9	8	11	13	12	13	12	2	7	2
Scenario Percentage		88%	60%	73%	79%	93%	57%	100%	67%	25%	78%	20%
Avg Max Decline		0.52%	0.36%	0.52%	0.55%	0.60%	0.72%	0.54%	0.29%	0.19%	0.18%	0.15%
Max Decline		1.27%	0.66%	1.38%	1.93%	1.71%	2.14%	1.82%	0.72%	0.21%	0.38%	0.19%
Avg Days To Max Decline		14	11	15	19	18	18	17	15	11	10	6
Avg Max Increase		-0.05%	-0.11%	-0.09%	-0.14%	-0.11%	-0.11%	-0.04%	-0.13%	-0.06%	-0.12%	-0.04%
Max Increase		-0.22%	-0.27%	-0.29%	-0.39%	-0.30%	-0.31%	-0.14%	-0.64%	-0.07%	-0.48%	-0.08%
Avg Days to Max Increase		3	4	9	6	6	7	5	7	13	5	4
2014 Contract Condition				Yes
Action				No
High	99.575	99.645	99.710	99.710	99.700	99.740	99.740	99.765	99.775	99.775	99.770	99.770
Low	99.325	99.530	99.630	99.615	99.615	99.690	99.695	99.730	99.750	99.745	99.750	99.755
Close/Last	99.575	99.635	99.695	99.635	99.690	99.730	99.730	99.755	99.760	99.760	99.760	99.765