MRCI's ScenarioSM Study

ScenarioSM Study for June Japanese Yen(CME) as of Dec 27, 2023
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		34	36	38	44	45	45	45	45	45	45	45
Closed Higher		17	22	19	18	20	22	21	23	18	22	17
Exceeded High		15	15	15	14	16	19	14	17	12	15	8
Scenario Percentage		88%	68%	79%	78%	80%	86%	67%	74%	67%	68%	47%
Avg Max Increase		3.06%	5.46%	6.05%	4.45%	4.52%	3.34%	4.88%	5.99%	4.72%	3.58%	1.99%
Max Increase		9.36%	22.09%	19.14%	13.75%	9.70%	12.98%	10.78%	19.42%	10.41%	11.16%	4.62%
Avg Days To Max Increase		13	17	17	20	20	12	16	18	19	12	9
Avg Max Decline		-0.93%	-0.67%	-0.67%	-1.37%	-1.03%	-1.28%	-1.44%	-0.93%	-1.23%	-0.61%	-0.41%
Max Decline		-2.84%	-3.57%	-2.89%	-6.37%	-3.34%	-4.02%	-5.98%	-3.20%	-3.17%	-1.10%	-1.06%
Avg Days to Max Decline		7	11	6	11	10	10	10	9	7	4	2
2023 Contract Condition		Yes				Yes	Yes	Yes		Yes
Action		Yes				Yes	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	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		34	36	38	44	45	45	45	45	45	45	45
Closed Lower		17	14	19	26	25	23	24	22	27	23	28
Penetrated Low		13	11	19	23	22	19	21	19	22	18	19
Scenario Percentage		76%	79%	100%	88%	88%	83%	88%	86%	81%	78%	68%
Avg Max Decline		3.28%	4.20%	3.12%	4.24%	3.81%	3.81%	4.14%	4.61%	3.79%	4.19%	2.08%
Max Decline		16.02%	8.55%	7.68%	11.58%	10.23%	9.06%	9.59%	10.19%	9.34%	13.03%	5.97%
Avg Days To Max Decline		19	19	19	19	15	13	22	14	14	12	9
Avg Max Increase		-1.27%	-0.48%	-0.78%	-1.21%	-0.83%	-0.49%	-1.50%	-0.74%	-0.85%	-0.63%	-0.58%
Max Increase		-3.33%	-3.20%	-3.81%	-4.98%	-3.44%	-2.07%	-4.15%	-4.50%	-3.24%	-2.38%	-1.81%
Avg Days to Max Increase		10	6	10	7	9	3	11	5	8	4	2
2023 Contract Condition			Yes	Yes	Yes				Yes		Yes	Yes
Action			Yes	Yes	No				Yes		Yes	Yes
High	79.62	77.92	79.17	74.10	71.84	74.83	78.52	80.28	79.56	78.11	77.43	75.40
Low	75.75	74.45	74.37	71.02	68.15	69.64	74.30	75.93	74.22	73.64	73.78	71.17
Close/Last	76.41	77.46	74.52	71.36	69.50	74.52	78.17	78.32	74.66	76.23	73.95	72.00