MRCI's ScenarioSM Study

ScenarioSM Study for June EuroFX(CME) as of Nov 09, 2020
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		20	20	20	20	21	21	22	22	22	22	22
Closed Higher		10	9	10	10	8	13	8	10	10	11	8
Exceeded High		9	7	8	9	6	8	7	8	9	9	6
Scenario Percentage		90%	78%	80%	90%	75%	62%	88%	80%	90%	82%	75%
Avg Max Increase		3.08%	3.12%	3.69%	3.51%	5.07%	3.55%	2.88%	4.04%	5.33%	2.85%	1.92%
Max Increase		6.39%	5.50%	7.34%	7.06%	9.95%	4.57%	6.98%	7.84%	9.75%	6.89%	3.39%
Avg Days To Max Increase		16	13	19	22	21	11	18	21	20	12	9
Avg Max Decline		-1.19%	-0.67%	-1.05%	-0.97%	-0.78%	-1.52%	-1.58%	-1.07%	-1.38%	-0.77%	-0.45%
Max Decline		-2.98%	-2.62%	-1.93%	-2.17%	-1.46%	-3.69%	-2.99%	-2.73%	-3.07%	-2.80%	-0.82%
Avg Days to Max Decline		16	3	12	10	7	6	12	7	8	4	3
2020 Contract Condition					Yes		Yes					Yes
Action					Yes		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		20	20	20	20	21	21	22	22	22	22	22
Closed Lower		10	11	10	10	13	8	14	12	12	11	14
Penetrated Low		6	9	10	9	10	7	10	11	10	8	7
Scenario Percentage		60%	82%	100%	90%	77%	88%	71%	92%	83%	73%	50%
Avg Max Decline		4.94%	3.71%	3.61%	3.01%	3.31%	4.33%	4.22%	3.76%	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		18	17	15	13	19	20	17	18	24	13	8
Avg Max Increase		-0.82%	-0.76%	-0.85%	-0.68%	-2.20%	-1.04%	-1.82%	-1.02%	-1.33%	-0.67%	-0.58%
Max Increase		-1.44%	-1.74%	-2.80%	-2.95%	-3.76%	-2.76%	-3.74%	-4.07%	-2.96%	-2.33%	-0.98%
Avg Days to Max Increase		8	8	5	10	19	4	9	9	11	4	3
2020 Contract Condition		Yes	Yes	Yes		Yes		Yes	Yes	Yes	Yes
Action		Yes	Yes	Yes		Yes		Yes	Yes	No	Not Yet
High	116.89	115.98	114.72	112.93	113.47	113.31	113.56	113.39	111.79	115.45	110.70	111.49
Low	114.79	113.50	112.06	110.94	110.85	111.25	111.48	110.86	108.53	106.71	107.39	107.74
Close/Last	116.67	113.64	112.06	111.02	113.05	111.59	113.46	111.79	110.94	110.50	109.62	111.01