MRCI's ScenarioSM Study

ScenarioSM Study for June EuroFX(CME) as of Oct 20, 2019
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		19	19	19	19	20	20	21	21	21	21	21
Closed Higher		10	9	10	9	8	12	8	10	10	11	7
Exceeded High		9	7	8	8	6	8	7	8	9	9	6
Scenario Percentage		90%	78%	80%	89%	75%	67%	88%	80%	90%	82%	86%
Avg Max Increase		3.08%	3.12%	3.69%	3.89%	5.07%	3.55%	2.88%	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		16	13	19	20	21	11	18	21	20	11	10
Avg Max Decline		-1.19%	-0.67%	-1.05%	-0.89%	-0.78%	-1.52%	-1.58%	-1.07%	-1.38%	-0.77%	-0.68%
Max Decline		-2.98%	-2.62%	-1.93%	-2.17%	-1.46%	-3.69%	-2.99%	-2.73%	-3.07%	-2.80%	-1.31%
Avg Days to Max Decline		16	3	12	7	7	6	12	7	8	4	3
2019 Contract Condition		Yes					Yes
Action		No					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		19	19	19	19	20	20	21	21	21	21	21
Closed Lower		9	10	9	10	12	8	13	11	11	10	14
Penetrated Low		5	8	9	9	9	7	9	10	10	8	7
Scenario Percentage		56%	80%	100%	90%	75%	88%	69%	91%	91%	80%	50%
Avg Max Decline		5.46%	4.04%	3.99%	3.01%	3.61%	4.33%	4.18%	3.75%	4.59%	4.87%	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	19	17	13	18	20	16	17	24	13	8
Avg Max Increase		-0.80%	-0.75%	-0.91%	-0.68%	-2.25%	-1.04%	-1.66%	-0.71%	-1.33%	-0.67%	-0.58%
Max Increase		-1.44%	-1.74%	-2.80%	-2.95%	-3.76%	-2.76%	-3.74%	-2.05%	-2.96%	-2.33%	-0.98%
Avg Days to Max Increase		8	8	6	10	18	4	6	9	11	4	3
2019 Contract Condition			Yes	Yes	Yes	Yes		Yes	Yes	Yes	Yes	Yes
Action			Yes	Yes	Yes	Yes		Yes	Yes	Yes	Yes	Not Yet
High	121.88	121.11	120.12	120.69	118.80	117.27	116.65	117.22	116.20	115.35	113.86	113.11
Low	118.71	119.00	116.05	118.16	115.51	114.54	114.54	114.32	113.50	112.70	111.57	111.27
Close/Last	120.11	120.14	118.80	118.78	115.51	115.10	116.14	115.76	114.81	112.89	112.67	111.87