MRCI's ScenarioSM Study

ScenarioSM Study for December Eurodollars(CME) as of Oct 29, 2021
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		38	38	39	39	39	39	39	39	39	39	39
Closed Higher		25	21	17	23	21	26	24	29	26	27	16
Exceeded High		18	20	12	19	17	21	24	26	24	16	7
Scenario Percentage		72%	95%	71%	83%	81%	81%	100%	90%	92%	59%	44%
Avg Max Increase		0.44%	0.38%	0.50%	0.59%	0.52%	0.57%	0.50%	0.63%	0.41%	0.30%	0.22%
Max Increase		1.14%	1.55%	2.37%	2.50%	1.43%	2.29%	2.72%	4.42%	2.88%	1.24%	0.74%
Avg Days To Max Increase		14	18	18	15	18	16	17	16	14	12	8
Avg Max Decline		-0.13%	-0.25%	-0.13%	-0.08%	-0.12%	-0.08%	-0.09%	-0.14%	-0.10%	-0.09%	-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		7	12	7	6	4	9	9	7	6	9	2
2021 Contract Condition		Yes			Yes	Yes		Yes		Yes
Action		No			Yes	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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		38	38	39	39	39	39	39	39	39	39	39
Closed Lower		12	17	22	15	18	13	13	10	13	11	21
Penetrated Low		9	14	13	13	11	6	8	4	8	8	11
Scenario Percentage		75%	82%	59%	87%	61%	46%	62%	40%	62%	73%	52%
Avg Max Decline		0.41%	0.59%	0.78%	0.61%	0.34%	0.19%	0.25%	0.68%	0.36%	0.17%	0.16%
Max Decline		0.77%	1.89%	2.63%	2.22%	0.90%	0.41%	0.63%	2.09%	1.37%	0.45%	0.58%
Avg Days To Max Decline		18	18	18	17	16	10	16	21	21	10	7
Avg Max Increase		-0.16%	-0.11%	-0.13%	-0.08%	-0.18%	-0.09%	-0.12%	-0.16%	-0.08%	-0.04%	-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	4	3
2021 Contract Condition			Yes	Yes			Yes				Yes
Action			Yes	Yes			No				Not Yet
High	99.795	99.805	99.805	99.785	99.750	99.835	99.835	99.830	99.840	99.835	99.840
Low	99.735	99.755	99.755	99.725	99.720	99.735	99.770	99.785	99.790	99.810	99.770
Close/Last	99.790	99.800	99.770	99.735	99.745	99.825	99.795	99.825	99.825	99.830	99.795