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