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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December EuroFX(CME) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   20 20 20 20 20 20 20 20 20 20 20
Closed Higher   8 10 10 11 7 11 10 10 11 9 9
Exceeded High   7 8 9 8 5 8 9 7 8 7 6
Scenario Percentage   88% 80% 90% 73% 71% 73% 90% 70% 73% 78% 67%
Avg Max Increase   2.66% 3.87% 5.13% 3.89% 4.23% 3.66% 3.28% 3.32% 3.87% 3.48% 2.11%
Max Increase   6.48% 7.39% 9.72% 10.97% 9.55% 8.58% 6.59% 5.58% 7.26% 5.35% 3.26%
Avg Days To Max Increase   18 21 19 17 20 19 16 14 19 13 11
Avg Max Decline   -1.39% -0.94% -1.18% -0.77% -1.31% -1.33% -1.36% -0.89% -1.23% -0.83% -0.51%
Max Decline   -2.92% -2.54% -2.95% -2.75% -2.69% -3.03% -3.54% -2.82% -2.19% -2.33% -0.95%
Avg Days to Max Decline   12 6 10 5 11 6 16 3 13 8 2
2018 Contract Condition   Yes   Yes       Yes        
Action   Yes   No       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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   20 20 20 20 20 20 20 20 20 20 20
Closed Lower   12 10 10 9 13 9 10 10 9 11 11
Penetrated Low   8 8 9 7 12 6 7 8 9 9 5
Scenario Percentage   67% 80% 90% 78% 92% 67% 70% 80% 100% 82% 45%
Avg Max Decline   4.12% 3.87% 4.83% 5.33% 2.32% 2.99% 5.55% 4.91% 4.49% 3.04% 1.82%
Max Decline   7.26% 7.01% 9.94% 10.42% 3.67% 5.93% 10.80% 15.36% 12.79% 5.63% 3.65%
Avg Days To Max Decline   19 18 22 14 15 13 14 20 16 10 8
Avg Max Increase   -1.50% -0.69% -1.11% -0.56% -1.81% -0.65% -0.91% -1.11% -0.89% -0.99% -1.60%
Max Increase   -3.56% -2.00% -2.59% -2.11% -4.05% -2.31% -1.80% -1.94% -2.92% -3.00% -3.86%
Avg Days to Max Increase   6 8 11 4 13 5 6 8 6 5 3
2018 Contract Condition     Yes   Yes Yes Yes   Yes Yes Yes Yes
Action     Yes   Yes Yes Yes   Yes Yes Yes Not Yet
High 123.08 128.09 128.36 127.35 126.53 123.01 120.14 119.36 118.31 118.93 116.95 115.46
Low 120.26 122.02 124.80 124.42 122.85 117.00 116.69 117.09 114.10 116.13 113.43 112.46
Close/Last 123.08 127.05 124.85 125.43 123.06 118.72 118.22 118.23 116.92 116.82 113.56 113.22

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