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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   39 39 39 39 39 40 40 40 40 40 40
Closed Higher   24 19 22 23 19 16 22 21 27 27 26
Exceeded High   18 18 21 16 18 11 19 15 21 27 14
Scenario Percentage   75% 95% 95% 70% 95% 69% 86% 71% 78% 100% 54%
Avg Max Increase   0.66% 0.67% 0.54% 0.42% 0.38% 0.52% 0.53% 0.43% 0.39% 0.34% 0.15%
Max Increase   1.59% 1.86% 1.45% 1.21% 1.50% 2.38% 2.39% 1.00% 1.69% 3.82% 0.66%
Avg Days To Max Increase   16 17 17 14 19 17 16 20 15 8 6
Avg Max Decline   -0.07% -0.12% -0.16% -0.10% -0.23% -0.12% -0.07% -0.06% -0.07% -0.04% -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 9 6 4 10 4 1
2021 Contract Condition       Yes Yes       Yes   Yes Yes
Action       Yes No       No   Yes Yes
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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   39 39 39 39 39 40 40 40 40 40 40
Closed Lower   13 20 16 15 19 22 17 19 11 11 13
Penetrated Low   12 13 9 12 17 12 14 12 3 7 2
Scenario Percentage   92% 65% 56% 80% 89% 55% 82% 63% 27% 64% 15%
Avg Max Decline   0.38% 0.31% 0.51% 0.52% 0.49% 0.72% 0.51% 0.29% 0.13% 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   15 15 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% -0.05% -0.04%
Max Increase   -0.22% -0.27% -0.29% -0.39% -0.30% -0.31% -0.14% -0.64% -0.07% -0.14% -0.08%
Avg Days to Max Increase   3 4 8 6 5 7 5 7 10 2 4
2021 Contract Condition   Yes Yes     Yes   Yes   Yes    
Action   Yes No     Yes   No   No    
High 99.825 99.815 99.805 99.835 99.840 99.840 99.835 99.815 99.885 99.885 99.880 99.880
Low 99.785 99.780 99.775 99.780 99.800 99.800 99.800 99.795 99.795 99.845 99.845 99.865
Close/Last 99.810 99.800 99.790 99.830 99.835 99.810 99.810 99.800 99.875 99.860 99.875 99.880

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.