MRCI's ScenarioSM Study

ScenarioSM Study for March EuroFX(CME) as of Jun 08, 2020
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		21	21	21	21	21	21	21	22	22	22	22
Closed Higher		11	7	12	9	10	10	10	9	14	8	11
Exceeded High		9	6	7	9	7	8	9	8	10	7	7
Scenario Percentage		82%	86%	58%	100%	70%	80%	90%	89%	71%	88%	64%
Avg Max Increase		3.36%	3.58%	3.97%	3.15%	3.19%	3.81%	3.56%	5.15%	3.23%	2.38%	1.90%
Max Increase		10.46%	8.80%	8.32%	6.26%	5.57%	7.34%	7.01%	9.97%	4.59%	5.58%	3.16%
Avg Days To Max Increase		15	14	21	17	14	21	19	16	10	10	12
Avg Max Decline		-0.52%	-0.67%	-1.44%	-1.23%	-0.56%	-1.19%	-1.05%	-0.68%	-1.53%	-1.27%	-0.72%
Max Decline		-2.52%	-1.72%	-3.00%	-3.07%	-2.62%	-2.19%	-2.30%	-1.51%	-3.70%	-2.93%	-1.23%
Avg Days to Max Decline		6	7	7	15	3	13	10	4	6	8	3
2020 Contract Condition				Yes				Yes		Yes
Action				No				Yes		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	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		21	21	21	21	21	21	21	22	22	22	22
Closed Lower		10	14	9	11	11	11	11	13	8	14	11
Penetrated Low		8	14	7	8	9	11	9	10	7	12	9
Scenario Percentage		80%	100%	78%	73%	82%	100%	82%	77%	88%	86%	82%
Avg Max Decline		4.62%	2.06%	2.61%	5.02%	4.36%	4.00%	3.13%	3.36%	4.35%	3.01%	2.18%
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		14	16	14	17	18	15	13	19	14	7	7
Avg Max Increase		-0.58%	-1.67%	-0.41%	-0.88%	-0.91%	-0.85%	-0.96%	-2.27%	-1.09%	-1.37%	-0.36%
Max Increase		-2.10%	-3.95%	-2.07%	-2.18%	-1.99%	-2.88%	-2.98%	-3.82%	-2.80%	-3.79%	-1.59%
Avg Days to Max Increase		8	13	6	10	8	5	5	22	4	5	2
2020 Contract Condition		Yes	Yes		Yes	Yes	Yes		Yes		Yes	Yes
Action		Yes	Yes		Yes	Yes	Yes		Yes		Yes	Not Yet
High	118.17	116.42	115.45	116.31	115.75	114.20	112.58	112.91	112.75	112.93	112.76	111.20
Low	115.39	114.25	113.81	114.15	112.72	111.34	110.21	110.15	110.61	110.82	110.24	107.93
Close/Last	115.40	115.22	114.28	115.98	112.91	111.40	110.38	112.45	110.97	112.82	111.19	110.40