MRCI's ScenarioSM Study

ScenarioSM Study for December Swiss Franc(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		38	40	43	45	45	45	45	45	45	45	45
Closed Higher		15	19	19	19	20	25	18	23	28	23	20
Exceeded High		12	14	15	16	14	19	17	19	24	14	15
Scenario Percentage		80%	74%	79%	84%	70%	76%	94%	83%	86%	61%	75%
Avg Max Increase		4.79%	4.08%	4.61%	3.26%	5.62%	6.17%	5.94%	5.51%	4.09%	4.53%	2.20%
Max Increase		14.24%	11.04%	8.65%	9.43%	14.68%	18.56%	18.03%	11.77%	11.82%	9.17%	5.00%
Avg Days To Max Increase		18	19	17	17	19	15	21	17	17	12	8
Avg Max Decline		-0.96%	-1.36%	-1.52%	-1.56%	-0.74%	-0.83%	-1.81%	-1.31%	-1.37%	-0.85%	-0.54%
Max Decline		-2.87%	-7.48%	-3.53%	-5.96%	-2.27%	-2.40%	-7.31%	-5.63%	-4.51%	-2.12%	-2.23%
Avg Days to Max Decline		12	7	9	10	9	8	14	7	10	4	3
2019 Contract Condition						Yes	Yes				Yes
Action						Yes	Yes				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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		38	40	43	45	45	45	45	45	45	45	45
Closed Lower		23	21	24	26	25	20	27	22	17	22	25
Penetrated Low		18	18	21	19	17	17	20	15	15	19	14
Scenario Percentage		78%	86%	88%	73%	68%	85%	74%	68%	88%	86%	56%
Avg Max Decline		3.51%	4.13%	3.96%	4.94%	3.90%	3.92%	3.52%	4.34%	3.79%	3.24%	1.85%
Max Decline		8.37%	12.55%	9.79%	9.67%	10.11%	7.86%	8.26%	13.81%	9.25%	7.78%	5.75%
Avg Days To Max Decline		18	20	21	19	20	15	18	14	15	10	7
Avg Max Increase		-1.08%	-1.00%	-1.26%	-0.87%	-1.65%	-0.50%	-1.36%	-1.30%	-1.91%	-0.95%	-0.40%
Max Increase		-3.95%	-5.62%	-3.63%	-4.25%	-4.35%	-3.38%	-4.14%	-4.11%	-5.61%	-3.67%	-1.43%
Avg Days to Max Increase		8	10	8	6	14	6	11	6	10	4	2
2019 Contract Condition		Yes	Yes	Yes	Yes			Yes	Yes	Yes		Yes
Action		Yes	Yes	Yes	No			Yes	Yes	Yes		Not Yet
High	105.41	106.07	103.71	103.62	103.04	101.75	104.65	103.27	104.66	102.99	102.05	101.82
Low	103.94	103.45	102.09	101.44	99.99	100.00	101.44	101.80	101.50	100.76	100.29	99.87
Close/Last	105.21	103.63	102.99	102.86	100.29	101.75	104.00	101.94	101.88	100.82	101.64	100.13