MRCI's ScenarioSM Study

ScenarioSM Study for September Eurodollars(CME) as of Jan 01, 2019
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		36	36	36	36	36	37	37	37	37	37	37
Closed Higher		23	18	20	20	18	14	21	18	25	25	24
Exceeded High		18	17	19	14	17	10	18	13	19	25	14
Scenario Percentage		78%	94%	95%	70%	94%	71%	86%	72%	76%	100%	58%
Avg Max Increase		0.66%	0.68%	0.59%	0.38%	0.36%	0.55%	0.55%	0.47%	0.42%	0.37%	0.17%
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	17	19	13	19	15	16	19	17	8	7
Avg Max Decline		-0.07%	-0.13%	-0.17%	-0.10%	-0.24%	-0.12%	-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	10	6	6	11	9	6	4	9	4	1
2018 Contract Condition							Yes		Yes		Yes	Yes
Action							No		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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		36	36	36	36	36	37	37	37	37	37	37
Closed Lower		11	18	15	15	18	22	15	19	10	10	12
Penetrated Low		10	12	9	12	16	12	14	12	3	8	2
Scenario Percentage		91%	67%	60%	80%	89%	55%	93%	63%	30%	80%	17%
Avg Max Decline		0.45%	0.32%	0.51%	0.52%	0.52%	0.72%	0.51%	0.29%	0.13%	0.17%	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		17	14	17	19	18	18	18	15	9	12	6
Avg Max Increase		-0.05%	-0.09%	-0.08%	-0.14%	-0.09%	-0.11%	-0.04%	-0.13%	-0.04%	-0.10%	-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		4	4	8	6	5	7	5	7	10	5	4
2018 Contract Condition		Yes	Yes	Yes	Yes	Yes		Yes		Yes
Action		Yes	Yes	Yes	Yes	Yes		No		No
High	98.505	98.240	98.170	98.050	97.955	97.880	97.705	97.650	97.640	97.565	97.585	97.660
Low	98.200	98.120	98.005	97.920	97.740	97.580	97.540	97.475	97.475	97.475	97.525	97.555
Close/Last	98.220	98.155	98.010	97.960	97.755	97.605	97.625	97.510	97.565	97.545	97.560	97.645