MRCI's ScenarioSM Study

ScenarioSM Study for March EuroFX(CME) as of Aug 18, 2023
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		24	24	24	24	24	24	24	25	25	25	25
Closed Higher		12	10	13	10	11	10	11	11	17	9	11
Exceeded High		10	7	8	10	8	8	10	10	13	8	6
Scenario Percentage		83%	70%	62%	100%	73%	80%	91%	91%	76%	89%	55%
Avg Max Increase		3.21%	4.08%	4.26%	3.01%	2.86%	3.81%	4.02%	4.89%	2.85%	2.24%	1.98%
Max Increase		10.46%	8.80%	8.32%	6.26%	5.57%	7.34%	8.15%	9.97%	4.59%	5.28%	2.86%
Avg Days To Max Increase		16	17	20	15	12	21	18	16	9	9	10
Avg Max Decline		-0.50%	-0.56%	-1.31%	-1.18%	-0.53%	-1.19%	-1.10%	-0.58%	-1.52%	-1.13%	-0.64%
Max Decline		-2.52%	-1.72%	-3.00%	-3.07%	-2.62%	-2.19%	-2.30%	-1.51%	-3.70%	-2.93%	-1.18%
Avg Days to Max Decline		6	6	7	14	2	13	9	3	7	7	3
2023 Contract Condition			Yes					Yes	Yes	Yes	Yes
Action			No					Yes	Yes	Yes	Yes

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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		24	24	24	24	24	24	24	25	25	25	25
Closed Lower		12	14	11	13	13	14	13	14	8	16	14
Penetrated Low		9	14	9	10	11	13	11	11	7	14	11
Scenario Percentage		75%	100%	82%	77%	85%	93%	85%	79%	88%	88%	79%
Avg Max Decline		4.34%	2.06%	2.87%	4.99%	4.26%	3.73%	2.89%	3.23%	4.35%	2.97%	2.05%
Max Decline		10.39%	3.49%	5.94%	10.70%	14.97%	12.74%	5.75%	10.78%	8.30%	7.37%	6.54%
Avg Days To Max Decline		14	16	16	19	18	14	13	20	14	7	6
Avg Max Increase		-0.58%	-1.67%	-0.35%	-0.87%	-0.95%	-0.89%	-0.93%	-2.18%	-1.09%	-1.39%	-0.28%
Max Increase		-2.10%	-3.95%	-2.07%	-2.18%	-1.99%	-2.88%	-2.98%	-3.82%	-2.80%	-3.79%	-1.02%
Avg Days to Max Increase		8	13	8	12	8	8	4	24	4	7	2
2023 Contract Condition		Yes		Yes	Yes	Yes	Yes					Yes
Action		Yes		Yes	Yes	Yes	No					Yes
High	114.11	113.07	109.83	109.54	106.71	105.36	103.25	102.02	105.82	108.07	109.63	110.59
Low	110.12	107.02	105.68	105.90	101.53	100.54	96.58	97.55	98.32	104.73	105.29	105.42
Close/Last	113.00	107.99	109.30	106.89	103.96	101.79	99.28	99.93	104.96	107.54	108.93	105.92