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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Australian Dollar(CME) as of Jan 01, 2018
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   20 20 20 25 26 28 31 31 31 31 31
Closed Higher   14 10 9 11 19 15 21 11 19 16 14
Exceeded High   10 8 8 8 18 13 18 11 16 13 9
Scenario Percentage   71% 80% 89% 73% 95% 87% 86% 100% 84% 81% 64%
Avg Max Increase   3.67% 3.78% 2.92% 3.89% 5.07% 5.20% 4.27% 2.99% 3.88% 2.64% 1.96%
Max Increase   6.89% 8.30% 6.67% 5.86% 14.85% 15.44% 13.38% 6.14% 9.66% 5.75% 2.99%
Avg Days To Max Increase   19 11 13 16 19 17 18 13 15 12 11
Avg Max Decline   -0.63% -0.77% -0.79% -0.28% -1.33% -0.85% -0.83% -1.06% -1.12% -1.47% -0.83%
Max Decline   -2.13% -3.83% -3.36% -1.09% -5.29% -2.34% -4.12% -3.37% -4.56% -2.99% -2.28%
Avg Days to Max Decline   7 11 9 8 10 4 5 9 6 14 3
2017 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   20 20 20 25 26 28 31 31 31 31 31
Closed Lower   6 10 11 14 7 13 10 20 12 15 17
Penetrated Low   5 7 6 9 5 9 10 14 6 13 8
Scenario Percentage   83% 70% 55% 64% 71% 69% 100% 70% 50% 87% 47%
Avg Max Decline   3.81% 4.13% 3.27% 3.26% 5.36% 4.60% 5.32% 2.90% 5.28% 4.70% 3.42%
Max Decline   7.59% 8.26% 5.98% 11.67% 8.85% 10.49% 11.67% 6.32% 11.68% 15.72% 7.69%
Avg Days To Max Decline   22 23 10 11 21 16 20 16 12 13 10
Avg Max Increase   -1.56% -1.60% -1.74% -1.48% -0.66% -0.56% -1.25% -1.23% -1.35% -1.32% -0.56%
Max Increase   -2.00% -4.75% -3.74% -6.67% -0.89% -1.57% -2.27% -4.92% -2.41% -6.02% -2.93%
Avg Days to Max Increase   15 18 11 8 6 12 8 8 14 11 3
2017 Contract Condition   Yes Yes Yes     Yes Yes Yes     Yes
Action   Yes Yes No     Yes Yes No     Not Yet
High 76.27 76.54 76.98 74.60 75.61 77.00 77.25 76.16 75.38 77.05 80.61 80.38
Low 73.92 74.78 72.93 71.27 71.65 75.11 74.67 74.24 73.15 73.62 75.62 78.05
Close/Last 76.03 75.47 73.43 71.72 75.49 76.38 76.25 74.67 74.23 76.75 79.94 79.48

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