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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Swiss Franc(CME) as of Jul 11, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   36 40 42 45 45 45 45 45 45 45 45
Closed Higher   13 18 23 21 21 24 22 21 26 16 21
Exceeded High   12 13 17 18 16 21 17 17 21 12 11
Scenario Percentage   92% 72% 74% 86% 76% 88% 77% 81% 81% 75% 52%
Avg Max Increase   2.79% 4.28% 5.35% 4.70% 4.83% 4.15% 4.41% 4.93% 3.14% 4.69% 3.19%
Max Increase   8.78% 11.71% 18.21% 10.90% 11.49% 11.46% 12.15% 10.15% 10.02% 13.30% 9.13%
Avg Days To Max Increase   17 21 20 19 16 17 20 18 14 12 11
Avg Max Decline   -1.39% -0.89% -1.12% -1.55% -1.11% -1.49% -0.80% -1.27% -1.79% -1.28% -0.77%
Max Decline   -5.72% -4.10% -3.44% -7.22% -5.77% -4.34% -1.92% -4.09% -4.56% -2.70% -2.07%
Avg Days to Max Decline   7 10 8 13 6 10 5 9 9 9 3
2025 Contract Condition     Yes Yes Yes Yes           Yes
Action     Yes Yes Yes Yes           Yes
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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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   36 40 42 45 45 45 45 45 45 45 45
Closed Lower   22 22 19 24 24 21 23 24 19 29 24
Penetrated Low   18 16 16 21 18 19 20 17 18 23 18
Scenario Percentage   82% 73% 84% 88% 75% 90% 87% 71% 95% 79% 75%
Avg Max Decline   4.08% 3.60% 3.40% 3.11% 4.15% 3.52% 3.47% 4.58% 5.31% 3.53% 2.21%
Max Decline   9.60% 9.91% 7.06% 8.04% 13.62% 9.10% 6.74% 11.72% 12.52% 8.95% 5.78%
Avg Days To Max Decline   15 18 12 17 15 15 16 16 14 9 9
Avg Max Increase   -0.57% -1.55% -0.21% -1.28% -1.16% -1.62% -0.90% -1.36% -1.01% -1.08% -0.71%
Max Increase   -2.32% -3.98% -2.84% -4.67% -3.30% -5.54% -3.63% -5.35% -4.51% -3.76% -2.34%
Avg Days to Max Increase   5 15 8 10 6 10 6 10 7 7 3
2025 Contract Condition   Yes         Yes Yes Yes Yes Yes  
Action   Yes         Yes Yes Yes Yes Yes  
High 118.55 115.40 115.05 116.81 117.00 121.62 121.80 120.66 117.78 115.80 112.16 112.45
Low 114.56 112.90 112.56 114.33 113.96 117.10 119.37 116.76 113.10 111.01 109.43 109.23
Close/Last 115.18 112.90 114.39 114.76 116.71 120.19 120.17 117.46 114.88 111.03 110.35 110.87

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Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9