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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Jan 10, 2003
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
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Higher 32 31 24 28 27 23 21 24 26 15 27
Exceeded High 30 28 23 24 24 19 18 20 20 12 23
Scenario Percentage 94% 90% 96% 86% 89% 83% 86% 83% 77% 80% 85%
Avg Max Increase 5.73% 5.67% 5.98% 6.27% 4.38% 5.41% 5.31% 4.63% 4.60% 6.60% 4.85%
Max Increase 11.62% 17.19% 12.99% 14.40% 11.78% 12.99% 13.15% 8.35% 16.09% 19.66% 11.19%
Avg Days To Max Increase 16 15 19 18 14 18 14 17 15 22 18
Avg Max Decline -1.91% -1.73% -1.24% -1.92% -1.55% -1.59% -1.46% -1.95% -1.91% -1.27% -1.29%
Max Decline -6.68% -7.01% -3.24% -5.55% -5.22% -4.81% -4.42% -8.64% -6.47% -4.75% -3.78%
Avg Days to Max Decline 8 9 11 12 6 9 9 9 10 6 4
2002 Contract Condition Yes   Yes Yes             Yes
Action Yes   Yes No             Yes
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
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
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Lower 13 14 20 17 18 22 22 21 19 30 16
Penetrated Low 6 9 13 10 13 17 16 16 16 21 14
Scenario Percentage 46% 64% 65% 59% 72% 77% 73% 76% 84% 70% 88%
Avg Max Decline 5.95% 6.40% 4.92% 5.96% 6.23% 6.62% 5.98% 8.07% 7.61% 6.99% 21.36%
Max Decline 11.20% 11.05% 14.52% 21.64% 21.05% 24.10% 18.50% 20.87% 18.97% 37.75% 37.82%
Avg Days To Max Decline 14 14 12 17 16 20 18 21 16 16 12
Avg Max Increase -1.76% -1.33% -1.94% -2.46% -2.05% -2.31% -2.44% -2.66% -2.97% -2.54% -3.58%
Max Increase -2.62% -2.73% -4.03% -6.39% -4.78% -7.98% -5.83% -8.56% -7.37% -5.90% -9.20%
Avg Days to Max Increase 5 8 6 12 5 10 12 10 13 7 14
2002 Contract Condition   Yes     Yes Yes Yes Yes Yes Yes  
Action   No     Yes Yes Yes Yes Yes Yes  
High 10184 10300 10255 10673 10402 10353 9986 9410 9077 8727 8558
Low 9704 9529 9580 10111 9812 9802 8927 7533 8031 7461 7197
Close/Last 10022 9920 10106 10404 9946 9925 9243 8737 8664 7592 8397