MRCI's ScenarioSM Study

ScenarioSM Study for June EuroFX(CME) as of Jan 01, 2016
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		15	15	15	15	16	16	17	17	17	17	17
Closed Higher		7	7	9	9	7	9	6	9	7	9	6
Exceeded High		7	6	8	8	5	5	5	7	7	7	4
Scenario Percentage		100%	86%	89%	89%	71%	56%	83%	78%	100%	78%	67%
Avg Max Increase		3.47%	3.40%	3.69%	3.89%	5.08%	3.74%	3.69%	3.93%	5.83%	2.97%	2.06%
Max Increase		6.39%	5.50%	7.34%	7.06%	9.95%	4.25%	6.98%	7.84%	9.75%	6.89%	3.39%
Avg Days To Max Increase		17	14	19	20	21	10	17	22	22	13	8
Avg Max Decline		-1.17%	-0.72%	-1.05%	-0.89%	-0.65%	-1.72%	-1.28%	-1.08%	-1.40%	-0.90%	-0.50%
Max Decline		-2.98%	-2.62%	-1.93%	-2.17%	-1.13%	-3.69%	-2.92%	-2.73%	-3.07%	-2.80%	-0.82%
Avg Days to Max Decline		17	3	12	7	6	7	9	6	5	4	2
2015 Contract Condition											Yes
Action											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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		15	15	15	15	16	16	17	17	17	17	17
Closed Lower		8	8	6	6	9	7	11	8	10	8	11
Penetrated Low		5	6	6	5	6	6	8	7	9	6	7
Scenario Percentage		63%	75%	100%	83%	67%	86%	73%	88%	90%	75%	64%
Avg Max Decline		5.46%	4.42%	4.08%	3.10%	4.79%	4.75%	4.37%	4.58%	4.94%	5.46%	1.56%
Max Decline		10.45%	14.53%	12.41%	5.24%	10.74%	8.26%	7.38%	7.17%	10.14%	10.78%	3.65%
Avg Days To Max Decline		15	16	17	15	22	23	17	17	24	9	8
Avg Max Increase		-0.80%	-0.52%	-0.83%	-0.18%	-2.03%	-1.29%	-1.82%	-0.66%	-1.38%	-0.82%	-0.58%
Max Increase		-1.44%	-1.74%	-1.53%	-0.64%	-3.72%	-2.76%	-3.74%	-1.59%	-2.96%	-2.33%	-0.98%
Avg Days to Max Increase		8	5	5	15	18	4	7	6	10	5	3
2015 Contract Condition		Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes		Yes
Action		Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes	No		Not Yet
High	137.19	137.19	134.58	131.89	128.52	126.10	125.82	121.11	115.46	112.54	112.73	114.72
Low	135.49	134.12	131.65	126.05	125.26	123.91	121.16	111.17	111.90	104.73	105.29	108.21
Close/Last	137.19	134.13	131.65	126.58	125.46	124.55	121.18	113.07	112.08	107.54	112.66	109.83