MRCI's ScenarioSM Study

ScenarioSM Study for March EuroFX(CME) as of Jan 01, 2018
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		18	18	18	18	18	18	18	19	19	19	19
Closed Higher		10	6	10	8	9	10	9	8	11	7	11
Exceeded High		8	5	6	8	6	8	8	7	8	6	6
Scenario Percentage		80%	83%	60%	100%	67%	80%	89%	88%	73%	86%	55%
Avg Max Increase		3.20%	3.30%	3.74%	3.30%	3.47%	3.81%	3.95%	5.18%	3.40%	2.55%	1.98%
Max Increase		10.46%	8.80%	8.32%	6.26%	5.57%	7.34%	7.01%	9.97%	4.59%	5.28%	2.86%
Avg Days To Max Increase		13	11	20	18	15	21	17	15	9	9	10
Avg Max Decline		-0.52%	-0.57%	-1.52%	-1.20%	-0.58%	-1.19%	-0.97%	-0.56%	-1.64%	-1.20%	-0.64%
Max Decline		-2.52%	-1.72%	-3.00%	-3.07%	-2.62%	-2.19%	-2.30%	-1.16%	-3.70%	-2.93%	-1.18%
Avg Days to Max Decline		5	4	8	15	3	13	8	3	6	8	3
2017 Contract Condition		Yes			Yes		Yes				Yes
Action		Yes			Yes		No				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		18	18	18	18	18	18	18	19	19	19	19
Closed Lower		8	12	8	10	9	8	9	11	8	12	8
Penetrated Low		6	12	6	7	7	8	7	8	7	10	6
Scenario Percentage		75%	100%	75%	70%	78%	100%	78%	73%	88%	83%	75%
Avg Max Decline		5.09%	2.15%	2.47%	5.40%	5.02%	4.72%	3.78%	4.03%	4.35%	2.95%	2.32%
Max Decline		10.39%	3.49%	5.73%	10.70%	14.97%	12.74%	5.75%	10.78%	8.30%	7.37%	6.54%
Avg Days To Max Decline		11	14	14	15	18	18	14	17	14	6	6
Avg Max Increase		-0.78%	-1.70%	-0.36%	-0.84%	-0.77%	-1.06%	-0.95%	-2.38%	-1.09%	-1.60%	-0.14%
Max Increase		-2.10%	-3.95%	-2.07%	-2.18%	-1.99%	-2.88%	-2.98%	-3.82%	-2.80%	-3.79%	-0.54%
Avg Days to Max Increase		9	13	6	11	5	6	5	19	4	6	2
2017 Contract Condition			Yes	Yes		Yes		Yes	Yes	Yes		Yes
Action			Yes	Yes		Yes		Yes	Yes	Yes		Yes
High	115.46	115.88	117.33	115.30	113.05	114.63	114.16	113.26	113.61	109.24	108.29	108.44
Low	109.86	113.57	112.37	110.87	110.72	111.58	112.09	109.20	105.75	103.98	103.74	105.01
Close/Last	115.31	115.82	112.51	111.84	112.89	112.57	113.22	110.32	106.52	105.74	108.21	105.98