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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March EuroFX(CME) as of May 20, 2024
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   25 25 25 25 25 25 25 26 26 26 26
Closed Higher   13 10 14 11 11 10 11 12 18 9 11
Exceeded High   10 7 9 10 8 8 10 11 13 8 7
Scenario Percentage   77% 70% 64% 91% 73% 80% 91% 92% 72% 89% 64%
Avg Max Increase   3.21% 4.08% 4.15% 3.01% 2.86% 3.81% 4.02% 4.64% 2.85% 2.46% 2.10%
Max Increase   10.46% 8.80% 8.32% 6.26% 5.57% 7.34% 8.15% 9.97% 4.59% 7.05% 4.60%
Avg Days To Max Increase   16 17 20 15 12 21 18 17 9 10 12
Avg Max Decline   -0.50% -0.56% -1.24% -1.18% -0.53% -1.19% -1.10% -0.67% -1.52% -1.13% -0.72%
Max Decline   -2.52% -1.72% -3.00% -3.07% -2.62% -2.19% -2.30% -1.56% -3.70% -2.93% -1.23%
Avg Days to Max Decline   6 6 6 14 2 13 9 4 7 7 3
2024 Contract Condition   Yes   Yes Yes       Yes Yes    
Action   No   Yes No       Yes No    
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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   25 25 25 25 25 25 25 26 26 26 26
Closed Lower   12 15 11 13 14 15 14 14 8 17 15
Penetrated Low   9 14 9 10 12 14 11 11 7 15 12
Scenario Percentage   75% 93% 82% 77% 86% 93% 79% 79% 88% 88% 80%
Avg Max Decline   4.34% 2.06% 2.87% 4.99% 4.23% 3.55% 2.89% 3.23% 4.35% 2.94% 2.19%
Max Decline   10.39% 3.49% 5.94% 10.70% 14.97% 12.74% 5.75% 10.78% 8.30% 7.37% 6.54%
Avg Days To Max Decline   14 16 16 19 17 14 13 20 14 7 7
Avg Max Increase   -0.58% -1.67% -0.35% -0.87% -0.89% -0.84% -0.93% -2.18% -1.09% -1.33% -0.39%
Max Increase   -2.10% -3.95% -2.07% -2.18% -1.99% -2.88% -2.98% -3.82% -2.80% -3.79% -1.59%
Avg Days to Max Increase   8 13 8 12 7 8 4 24 4 7 2
2024 Contract Condition     Yes     Yes Yes Yes     Yes Yes
Action     No     Yes Yes No     Yes Not Yet
High 110.97 112.47 112.40 111.54 114.09 111.58 109.92 107.67 110.70 111.75 110.79 109.17
Low 106.82 109.63 108.05 108.26 109.80 108.84 105.77 105.32 105.85 107.70 108.10 107.09
Close/Last 110.27 111.80 108.38 110.56 111.29 109.57 106.63 106.51 109.41 110.75 108.61 108.09

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