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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   19 20 20 21 21 21 21 21 21 21 21
Closed Higher   9 8 12 8 10 10 11 7 12 10 10
Exceeded High   8 6 9 7 8 9 9 6 8 9 6
Scenario Percentage   89% 75% 75% 88% 80% 90% 82% 86% 67% 90% 60%
Avg Max Increase   3.74% 4.91% 3.02% 2.78% 3.97% 5.28% 3.58% 3.82% 3.72% 2.37% 2.33%
Max Increase   7.08% 9.54% 4.49% 6.78% 7.66% 9.76% 11.14% 9.75% 8.77% 5.75% 4.67%
Avg Days To Max Increase   21 22 12 18 21 20 15 15 19 10 9
Avg Max Decline   -0.69% -0.53% -1.40% -1.49% -0.98% -1.37% -0.74% -0.97% -1.34% -0.95% -0.86%
Max Decline   -2.07% -1.46% -3.84% -2.98% -2.74% -3.12% -2.77% -2.07% -3.04% -2.49% -2.83%
Avg Days to Max Decline   7 6 9 13 7 8 4 7 6 7 2
2019 Contract Condition       Yes           Yes    
Action       Yes           No    
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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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   19 20 20 21 21 21 21 21 21 21 21
Closed Lower   10 12 8 13 11 11 10 14 9 11 11
Penetrated Low   10 9 8 9 10 9 8 13 5 8 7
Scenario Percentage   100% 75% 100% 69% 91% 82% 80% 93% 56% 73% 64%
Avg Max Decline   2.89% 3.55% 3.95% 4.11% 3.66% 5.02% 4.93% 2.30% 3.27% 4.57% 2.38%
Max Decline   5.60% 10.70% 8.23% 7.32% 7.09% 10.05% 10.71% 3.70% 5.96% 10.78% 5.13%
Avg Days To Max Decline   13 18 19 16 17 26 15 16 16 9 9
Avg Max Increase   -0.73% -2.08% -0.98% -1.48% -0.66% -1.29% -0.62% -1.87% -0.39% -0.95% -0.75%
Max Increase   -2.88% -3.65% -2.63% -3.64% -2.00% -2.82% -2.13% -4.12% -1.01% -1.67% -1.58%
Avg Days to Max Increase   8 18 5 6 9 11 3 15 3 6 2
2019 Contract Condition   Yes Yes   Yes Yes Yes Yes Yes   Yes Yes
Action   Yes Yes   Yes Yes Yes Yes Yes   Yes Yes
High 121.88 119.81 118.39 117.55 118.15 116.97 116.21 114.71 113.95 114.86 114.40 112.85
Low 119.15 116.50 115.54 115.63 115.20 114.38 113.57 112.48 112.12 112.57 111.02 109.76
Close/Last 119.80 116.51 116.06 117.04 116.66 115.68 113.74 113.52 112.71 114.47 111.28 109.90

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