MRCI's ScenarioSM Study

ScenarioSM Study for December 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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		36	36	37	37	37	37	37	37	37	37	37
Closed Higher		23	20	15	22	19	24	23	28	25	25	16
Exceeded High		16	19	11	18	16	19	23	26	23	15	8
Scenario Percentage		70%	95%	73%	82%	84%	79%	100%	93%	92%	60%	50%
Avg Max Increase		0.40%	0.36%	0.51%	0.61%	0.53%	0.62%	0.52%	0.63%	0.43%	0.33%	0.26%
Max Increase		1.06%	1.55%	2.37%	2.50%	1.43%	2.29%	2.72%	4.42%	2.88%	1.47%	0.74%
Avg Days To Max Increase		13	18	17	15	18	17	16	16	14	11	10
Avg Max Decline		-0.13%	-0.26%	-0.13%	-0.08%	-0.13%	-0.08%	-0.09%	-0.14%	-0.10%	-0.10%	-0.02%
Max Decline		-0.39%	-0.96%	-0.40%	-0.47%	-0.60%	-0.39%	-0.34%	-0.81%	-0.45%	-0.60%	-0.11%
Avg Days to Max Decline		6	13	6	6	4	8	8	7	7	9	2
2018 Contract Condition				Yes		Yes			Yes
Action				No		No			No

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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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		36	36	37	37	37	37	37	37	37	37	37
Closed Lower		12	16	22	14	18	13	12	9	12	11	19
Penetrated Low		9	14	13	13	11	6	8	4	8	8	13
Scenario Percentage		75%	88%	59%	93%	61%	46%	67%	44%	67%	73%	68%
Avg Max Decline		0.41%	0.59%	0.78%	0.61%	0.34%	0.19%	0.25%	0.68%	0.36%	0.21%	0.19%
Max Decline		0.77%	1.89%	2.63%	2.22%	0.90%	0.41%	0.63%	2.09%	1.37%	0.68%	0.76%
Avg Days To Max Decline		18	18	18	17	16	10	16	21	21	12	10
Avg Max Increase		-0.16%	-0.11%	-0.13%	-0.08%	-0.18%	-0.09%	-0.12%	-0.16%	-0.08%	-0.05%	-0.01%
Max Increase		-0.41%	-0.33%	-0.41%	-0.20%	-0.66%	-0.21%	-0.44%	-0.39%	-0.25%	-0.17%	-0.03%
Avg Days to Max Increase		6	7	6	6	6	13	7	7	12	5	2
2018 Contract Condition		Yes	Yes		Yes		Yes	Yes		Yes	Yes	Yes
Action		Yes	Yes		Yes		No	No		Yes	Yes	Yes
High	97.975	97.855	97.775	97.575	97.540	97.550	97.455	97.380	97.420	97.395	97.355	97.275
Low	97.815	97.595	97.440	97.400	97.335	97.305	97.275	97.305	97.305	97.315	97.220	97.200
Close/Last	97.855	97.615	97.470	97.505	97.355	97.440	97.360	97.320	97.385	97.340	97.250	97.203