MRCI's ScenarioSM Study

ScenarioSM Study for June EuroFX(CME) as of Jan 21, 2022
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		21	21	21	21	22	22	23	23	23	23	23
Closed Higher		11	10	10	10	9	14	8	10	10	12	9
Exceeded High		10	8	8	9	7	9	7	8	9	10	6
Scenario Percentage		91%	80%	80%	90%	78%	64%	88%	80%	90%	83%	67%
Avg Max Increase		2.95%	2.80%	3.69%	3.51%	4.81%	3.26%	2.88%	4.04%	5.33%	2.76%	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		15	12	19	22	19	10	18	21	20	13	9
Avg Max Decline		-1.14%	-0.62%	-1.05%	-0.97%	-0.69%	-1.35%	-1.58%	-1.07%	-1.38%	-0.72%	-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		14	2	12	10	6	6	12	7	8	4	3
2021 Contract Condition		Yes	Yes			Yes	Yes				Yes	Yes
Action		Yes	Yes			Yes	Yes				Yes	Not Yet

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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		21	21	21	21	22	22	23	23	23	23	23
Closed Lower		10	11	11	11	13	8	15	13	13	11	14
Penetrated Low		6	9	11	10	10	7	11	12	10	8	7
Scenario Percentage		60%	82%	100%	91%	77%	88%	73%	92%	77%	73%	50%
Avg Max Decline		4.94%	3.71%	3.36%	2.74%	3.31%	4.33%	4.17%	3.71%	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	14	12	19	20	18	19	24	13	8
Avg Max Increase		-0.82%	-0.76%	-0.89%	-0.71%	-2.20%	-1.04%	-1.73%	-0.95%	-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	7	10	19	4	11	8	11	4	3
2021 Contract Condition				Yes	Yes			Yes	Yes	Yes
Action				Yes	Yes			Yes	Yes	No
High	114.92	119.80	120.38	120.78	119.39	120.59	123.54	123.92	122.71	121.40	121.62	122.71
Low	112.17	112.85	117.82	116.86	117.06	116.71	119.89	120.94	119.85	117.22	117.30	119.95
Close/Last	113.27	118.69	120.12	117.84	117.06	120.04	122.70	121.68	121.06	117.42	120.33	122.05