MRCI's ScenarioSM Study

ScenarioSM Study for June 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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		17	17	17	17	18	18	19	19	19	19	19
Closed Higher		8	8	10	9	7	10	7	10	9	11	7
Exceeded High		8	6	8	8	5	6	6	8	9	9	6
Scenario Percentage		100%	75%	80%	89%	71%	60%	86%	80%	100%	82%	86%
Avg Max Increase		3.22%	3.40%	3.69%	3.89%	5.08%	3.88%	3.19%	4.04%	5.33%	2.88%	1.69%
Max Increase		6.39%	5.50%	7.34%	7.06%	9.95%	4.57%	6.98%	7.84%	9.75%	7.18%	3.39%
Avg Days To Max Increase		17	14	19	20	21	10	19	21	20	11	10
Avg Max Decline		-1.16%	-0.72%	-1.05%	-0.89%	-0.65%	-1.67%	-1.56%	-1.07%	-1.38%	-0.77%	-0.68%
Max Decline		-2.98%	-2.62%	-1.93%	-2.17%	-1.13%	-3.69%	-2.99%	-2.73%	-3.07%	-2.80%	-1.31%
Avg Days to Max Decline		16	3	12	7	6	6	13	7	8	4	3
2017 Contract Condition		Yes		Yes				Yes		Yes	Yes	Yes
Action		Yes		No				Yes		Yes	Yes	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		17	17	17	17	18	18	19	19	19	19	19
Closed Lower		9	9	7	8	11	8	12	9	10	8	12
Penetrated Low		5	7	7	7	8	7	8	8	9	6	7
Scenario Percentage		56%	78%	100%	88%	73%	88%	67%	89%	90%	75%	58%
Avg Max Decline		5.46%	4.22%	4.29%	3.63%	3.98%	4.33%	4.37%	4.13%	4.94%	5.46%	1.56%
Max Decline		10.45%	14.53%	12.41%	5.69%	10.74%	8.26%	7.38%	7.17%	10.14%	10.78%	3.65%
Avg Days To Max Decline		15	17	19	14	17	20	17	15	24	9	8
Avg Max Increase		-0.80%	-0.63%	-1.11%	-0.61%	-2.30%	-1.04%	-1.82%	-0.57%	-1.38%	-0.82%	-0.58%
Max Increase		-1.44%	-1.74%	-2.80%	-2.95%	-3.76%	-2.76%	-3.74%	-1.59%	-2.96%	-2.33%	-0.98%
Avg Days to Max Increase		8	5	6	12	15	4	7	5	10	5	3
2017 Contract Condition			Yes		Yes	Yes	Yes		Yes
Action			Yes		Yes	Yes	Yes		Yes
High	115.69	113.50	115.10	114.62	113.67	114.08	109.64	108.80	108.94	109.49	109.79	112.83
Low	111.00	111.21	112.13	112.67	109.68	106.27	104.50	104.28	105.52	105.48	106.04	108.58
Close/Last	112.27	113.40	113.11	113.73	110.81	107.03	106.27	108.73	106.47	107.22	109.21	112.56