MRCI's ScenarioSM Study

ScenarioSM Study for March EuroFX(CME) as of May 17, 2024
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		25	25	25	25	25	25	25	26	26	26	26
Closed Higher		13	10	14	11	11	10	11	12	18	9	11
Exceeded High		10	7	9	10	8	8	10	11	13	8	7
Scenario Percentage		77%	70%	64%	91%	73%	80%	91%	92%	72%	89%	64%
Avg Max Increase		3.21%	4.08%	4.15%	3.01%	2.86%	3.81%	4.02%	4.64%	2.85%	2.46%	2.10%
Max Increase		10.46%	8.80%	8.32%	6.26%	5.57%	7.34%	8.15%	9.97%	4.59%	7.05%	4.60%
Avg Days To Max Increase		16	17	20	15	12	21	18	17	9	10	12
Avg Max Decline		-0.50%	-0.56%	-1.24%	-1.18%	-0.53%	-1.19%	-1.10%	-0.67%	-1.52%	-1.13%	-0.72%
Max Decline		-2.52%	-1.72%	-3.00%	-3.07%	-2.62%	-2.19%	-2.30%	-1.56%	-3.70%	-2.93%	-1.23%
Avg Days to Max Decline		6	6	6	14	2	13	9	4	7	7	3
2024 Contract Condition		Yes		Yes	Yes				Yes	Yes
Action		No		Yes	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		25	25	25	25	25	25	25	26	26	26	26
Closed Lower		12	15	11	13	14	15	14	14	8	17	15
Penetrated Low		9	14	9	10	12	14	11	11	7	15	12
Scenario Percentage		75%	93%	82%	77%	86%	93%	79%	79%	88%	88%	80%
Avg Max Decline		4.34%	2.06%	2.87%	4.99%	4.23%	3.55%	2.89%	3.23%	4.35%	2.94%	2.19%
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	17	14	13	20	14	7	7
Avg Max Increase		-0.58%	-1.67%	-0.35%	-0.87%	-0.89%	-0.84%	-0.93%	-2.18%	-1.09%	-1.33%	-0.39%
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	8	12	7	8	4	24	4	7	2
2024 Contract Condition			Yes			Yes	Yes	Yes			Yes	Yes
Action			No			Yes	Yes	No			Yes	Not Yet
High	110.97	112.47	112.40	111.54	114.09	111.58	109.92	107.67	110.70	111.75	110.79	109.17
Low	106.82	109.63	108.05	108.26	109.80	108.84	105.77	105.32	105.85	107.70	108.10	107.09
Close/Last	110.27	111.80	108.38	110.56	111.29	109.57	106.63	106.51	109.41	110.75	108.61	108.09