MRCI's ScenarioSM Study

ScenarioSM Study for March EuroFX(CME) as of Jan 01, 2014
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		14	14	14	14	14	14	14	15	15	15	15
Closed Higher		6	6	7	6	8	8	8	8	9	6	9
Exceeded High		4	5	4	6	6	7	7	7	7	5	6
Scenario Percentage		67%	83%	57%	100%	75%	88%	88%	88%	78%	83%	67%
Avg Max Increase		4.98%	3.30%	3.62%	3.86%	3.47%	4.04%	4.21%	5.18%	3.23%	3.38%	2.28%
Max Increase		10.46%	8.80%	8.32%	6.26%	5.57%	7.34%	7.01%	9.97%	4.28%	7.05%	4.60%
Avg Days To Max Increase		16	11	19	18	15	20	16	15	9	12	12
Avg Max Decline		-0.03%	-0.57%	-1.04%	-1.12%	-0.58%	-1.31%	-0.81%	-0.56%	-1.67%	-1.30%	-0.70%
Max Decline		-0.08%	-1.72%	-1.86%	-3.07%	-2.62%	-2.19%	-2.30%	-1.16%	-3.70%	-2.93%	-1.23%
Avg Days to Max Decline		5	4	5	14	3	13	8	3	6	9	3
2013 Contract Condition				Yes		Yes	Yes	Yes	Yes	Yes	Yes
Action				No		Yes	No	Yes	Yes	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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		14	14	14	14	14	14	14	15	15	15	15
Closed Lower		8	8	7	8	6	6	6	7	6	9	6
Penetrated Low		6	8	5	6	4	6	4	5	5	8	5
Scenario Percentage		75%	100%	71%	75%	67%	100%	67%	71%	83%	89%	83%
Avg Max Decline		5.09%	2.36%	2.76%	5.29%	6.62%	5.02%	3.20%	3.64%	4.05%	2.89%	2.03%
Max Decline		10.39%	3.49%	5.73%	10.70%	14.97%	12.74%	5.36%	6.10%	6.22%	5.23%	3.39%
Avg Days To Max Decline		11	11	13	13	17	18	12	22	14	5	9
Avg Max Increase		-0.78%	-1.29%	-0.25%	-0.93%	-0.96%	-0.65%	-0.66%	-2.32%	-1.61%	-1.68%	-0.41%
Max Increase		-2.10%	-2.63%	-2.07%	-2.18%	-1.99%	-1.60%	-1.26%	-3.76%	-2.80%	-3.79%	-1.59%
Avg Days to Max Increase		9	8	6	12	6	3	1	25	5	7	3
2013 Contract Condition		Yes	Yes		Yes							Yes
Action		Yes	Yes		No							Yes
High	133.76	133.63	132.85	127.49	126.99	126.27	131.88	131.55	130.43	133.21	135.98	137.15
Low	130.45	130.99	124.16	123.81	120.90	122.04	125.88	128.60	126.80	128.92	130.05	130.20
Close/Last	133.63	132.85	124.22	126.99	123.45	126.12	128.75	129.79	130.13	132.08	135.78	130.65