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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June EuroFX(CME) as of Sep 16, 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   22 22 22 22 23 23 24 24 24 24 24
Closed Higher   11 10 10 10 9 15 8 10 10 12 10
Exceeded High   10 8 8 9 7 10 7 8 9 10 6
Scenario Percentage   91% 80% 80% 90% 78% 67% 88% 80% 90% 83% 60%
Avg Max Increase   2.95% 2.80% 3.69% 3.51% 4.81% 3.03% 2.88% 4.04% 5.33% 2.74% 1.88%
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 12 7
Avg Max Decline   -1.14% -0.62% -1.05% -0.97% -0.69% -1.44% -1.58% -1.07% -1.38% -0.72% -0.40%
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 8 12 7 8 4 1
2022 Contract Condition             Yes         Yes
Action             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   22 22 22 22 23 23 24 24 24 24 24
Closed Lower   11 12 12 12 14 8 16 14 14 12 14
Penetrated Low   7 10 12 11 11 7 12 13 11 9 7
Scenario Percentage   64% 83% 100% 92% 79% 88% 75% 93% 79% 75% 50%
Avg Max Decline   4.60% 3.59% 3.37% 2.78% 3.19% 4.33% 4.14% 3.95% 4.78% 4.56% 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   19 16 15 13 20 20 17 20 23 13 8
Avg Max Increase   -0.75% -0.76% -0.89% -0.69% -2.11% -1.04% -1.77% -0.89% -1.21% -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   12 8 8 9 21 4 11 8 10 4 3
2022 Contract Condition   Yes Yes Yes Yes Yes   Yes Yes Yes Yes  
Action   Yes Yes Yes Yes Yes   Yes Yes Yes Yes  
High 123.40 119.86 119.73 119.75 117.52 116.75 114.30 115.24 115.39 112.73 111.06 107.94
Low 119.37 118.37 117.43 116.28 115.92 112.47 112.76 111.64 111.47 108.46 104.91 103.62
Close/Last 119.37 119.36 118.85 116.48 116.20 113.83 114.29 112.86 112.66 110.99 105.89 107.42

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