MRCI's ScenarioSM Study

ScenarioSM Study for June Swiss Franc(CME) as of Sep 16, 2022
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	40	45	45	45	45	45	45	45	45
Closed Higher		13	20	23	22	21	27	16	21	19	19	20
Exceeded High		12	17	21	15	17	22	13	14	15	15	12
Scenario Percentage		92%	85%	91%	68%	81%	81%	81%	67%	79%	79%	60%
Avg Max Increase		5.51%	5.29%	3.97%	4.70%	5.13%	3.40%	5.14%	4.36%	4.58%	2.66%	1.64%
Max Increase		18.85%	12.61%	11.13%	12.27%	11.00%	11.11%	14.44%	10.82%	8.87%	4.63%	3.87%
Avg Days To Max Increase		18	16	18	22	17	14	18	20	16	10	7
Avg Max Decline		-0.89%	-0.90%	-1.02%	-0.41%	-1.03%	-1.61%	-1.39%	-1.66%	-1.70%	-1.32%	-0.49%
Max Decline		-2.35%	-4.88%	-4.15%	-1.86%	-4.07%	-4.46%	-3.00%	-7.31%	-3.91%	-5.56%	-1.20%
Avg Days to Max Decline		9	8	10	4	7	8	11	11	10	4	2
2022 Contract Condition		Yes			Yes		Yes		Yes			Yes
Action		Yes			Yes		Yes		No			Not Yet

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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	40	45	45	45	45	45	45	45	45
Closed Lower		21	16	17	23	23	18	29	24	26	25	25
Penetrated Low		16	13	15	18	16	17	23	23	24	18	14
Scenario Percentage		76%	81%	88%	78%	70%	94%	79%	96%	92%	72%	56%
Avg Max Decline		2.94%	3.91%	3.35%	3.30%	4.19%	5.39%	4.44%	3.99%	4.03%	4.40%	1.68%
Max Decline		8.02%	13.36%	8.76%	6.83%	11.57%	12.36%	12.27%	11.84%	8.48%	8.21%	4.09%
Avg Days To Max Decline		14	14	16	18	18	17	17	17	19	12	7
Avg Max Increase		-0.93%	-0.84%	-1.63%	-0.68%	-1.56%	-1.03%	-1.48%	-1.43%	-1.31%	-0.84%	-0.51%
Max Increase		-4.02%	-3.18%	-5.25%	-3.39%	-5.28%	-4.57%	-3.82%	-5.47%	-4.41%	-4.15%	-1.41%
Avg Days to Max Increase		8	7	12	7	10	5	11	11	9	4	3
2022 Contract Condition			Yes	Yes		Yes		Yes		Yes	Yes
Action			Yes	Yes		No		Yes		Yes	Yes
High	112.83	111.37	111.53	110.31	110.38	110.70	110.30	110.48	109.73	109.73	108.76	104.84
Low	109.02	108.98	108.84	107.69	108.13	107.49	108.31	107.53	108.05	106.09	102.67	99.49
Close/Last	109.02	111.28	110.15	107.93	109.93	109.52	110.24	108.55	109.54	108.71	103.19	104.37