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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Swiss Franc(CME) as of Jul 15, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   33 41 45 45 45 45 45 45 45 45 45
Closed Higher   16 20 27 16 19 20 20 20 27 20 21
Exceeded High   12 16 22 13 15 16 17 15 20 18 15
Scenario Percentage   75% 80% 81% 81% 79% 80% 85% 75% 74% 90% 71%
Avg Max Increase   3.62% 4.50% 2.79% 4.24% 4.03% 4.48% 3.11% 4.95% 5.72% 3.88% 2.56%
Max Increase   8.00% 10.16% 9.78% 14.48% 10.90% 8.85% 9.51% 14.97% 18.98% 11.71% 6.57%
Avg Days To Max Increase   19 18 13 17 19 14 16 20 16 11 9
Avg Max Decline   -0.34% -0.88% -1.36% -1.28% -1.41% -1.61% -1.56% -1.11% -0.94% -1.34% -0.66%
Max Decline   -1.86% -4.06% -4.22% -2.92% -7.41% -3.95% -6.04% -4.56% -3.59% -3.70% -2.58%
Avg Days to Max Decline   4 9 9 11 10 9 7 10 6 6 2
2025 Contract Condition           Yes Yes Yes   Yes    
Action           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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   33 41 45 45 45 45 45 45 45 45 45
Closed Lower   17 21 18 29 26 25 25 25 17 25 24
Penetrated Low   14 13 17 24 25 23 19 17 15 20 17
Scenario Percentage   82% 62% 94% 83% 96% 92% 76% 68% 88% 80% 71%
Avg Max Decline   2.47% 4.37% 5.32% 4.41% 3.77% 3.81% 4.81% 3.93% 3.62% 3.23% 2.62%
Max Decline   5.50% 11.68% 12.47% 11.73% 12.31% 8.93% 9.97% 9.95% 7.35% 8.25% 9.89%
Avg Days To Max Decline   14 20 15 18 18 18 16 18 14 14 10
Avg Max Increase   -0.47% -1.43% -0.76% -1.23% -1.30% -1.26% -0.86% -1.67% -0.65% -1.26% -0.80%
Max Increase   -2.90% -5.21% -4.38% -3.60% -5.83% -4.37% -4.15% -5.62% -3.46% -4.06% -4.41%
Avg Days to Max Increase   4 10 6 12 10 10 5 12 6 8 3
2025 Contract Condition   Yes Yes Yes Yes       Yes   Yes  
Action   Yes Yes Yes Yes       Not Yet      
High 123.04 122.52 120.04 117.73 114.45 114.80 116.61 126.54 124.13 127.34 128.24  
Low 121.30 119.06 115.56 113.41 111.81 111.64 113.93 115.22 119.83 122.69 125.59  
Close/Last 122.04 119.73 117.26 113.41 112.68 113.21 115.25 123.50 123.24 127.27 125.70  

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