MRCI's ScenarioSM Study

ScenarioSM Study for December EuroFX(CME) as of Jun 08, 2020
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		21	21	21	21	21	21	21	21	21	21	21
Closed Higher		8	10	10	11	7	12	10	10	11	10	9
Exceeded High		7	8	9	8	5	8	9	7	8	7	6
Scenario Percentage		88%	80%	90%	73%	71%	67%	90%	70%	73%	70%	67%
Avg Max Increase		2.66%	3.87%	5.13%	3.89%	4.23%	3.66%	3.28%	3.32%	3.87%	3.46%	2.09%
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
2019 Contract Condition							Yes				Yes
Action							No				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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		21	21	21	21	21	21	21	21	21	21	21
Closed Lower		13	11	11	10	14	9	11	11	10	11	12
Penetrated Low		9	9	10	8	13	6	8	9	10	9	5
Scenario Percentage		69%	82%	91%	80%	93%	67%	73%	82%	100%	82%	42%
Avg Max Decline		3.95%	3.74%	4.49%	4.82%	2.26%	2.99%	5.15%	4.49%	4.06%	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		18	19	22	15	16	13	16	18	14	10	8
Avg Max Increase		-1.36%	-0.66%	-1.09%	-0.52%	-1.82%	-0.65%	-0.97%	-1.10%	-0.84%	-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	9	11	3	14	5	6	8	5	5	3
2019 Contract Condition		Yes	Yes	Yes	Yes	Yes		Yes	Yes	Yes		Yes
Action		Yes	Yes	Yes	Yes	Yes		Yes	Yes	Yes		Not Yet
High	118.51	118.99	117.83	117.07	115.57	114.65	115.58	115.13	113.56	111.84	112.22	112.06
Low	116.34	116.18	115.30	114.49	113.36	112.99	113.37	111.84	110.51	109.45	109.39	109.91
Close/Last	117.97	117.56	116.56	114.56	114.36	113.50	115.22	112.08	110.65	109.63	111.77	110.27