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