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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Dec 25, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Higher 31 24 28 27 23 21 24 26 15 27 30
Exceeded High 28 23 24 24 19 18 20 20 12 25 21
Scenario Percentage 90% 96% 86% 89% 83% 86% 83% 77% 80% 93% 70%
Avg Max Increase 5.67% 5.98% 6.27% 4.38% 5.41% 5.31% 4.63% 4.60% 6.65% 5.84% 3.36%
Max Increase 17.19% 12.99% 14.40% 11.78% 12.99% 13.15% 8.35% 16.09% 19.66% 13.83% 6.80%
Avg Days To Max Increase 15 19 18 14 18 14 17 15 22 16 17
Avg Max Decline -1.73% -1.24% -1.92% -1.55% -1.59% -1.46% -1.95% -1.91% -1.27% -2.15% -0.96%
Max Decline -7.01% -3.24% -5.55% -5.22% -4.81% -4.42% -8.64% -6.47% -4.75% -7.49% -4.81%
Avg Days to Max Decline 9 11 12 6 9 9 9 10 6 11 3
2003 Contract Condition     Yes Yes Yes Yes Yes Yes   Yes  
Action     Yes Yes Yes Yes Yes Yes   Yes  
Copyright © 2003 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Lower 14 20 17 18 22 22 21 19 30 16 15
Penetrated Low 9 13 10 13 17 16 16 16 21 8 13
Scenario Percentage 64% 65% 59% 72% 77% 73% 76% 84% 70% 50% 87%
Avg Max Decline 6.40% 4.92% 5.96% 6.23% 6.62% 5.98% 8.07% 7.61% 6.99% 3.32% 13.48%
Max Decline 11.05% 14.52% 21.64% 21.05% 24.10% 18.50% 20.87% 18.97% 37.75% 5.72% 39.81%
Avg Days To Max Decline 14 12 17 16 20 18 21 16 16 13 12
Avg Max Increase -1.33% -1.94% -2.46% -2.05% -2.31% -2.44% -2.66% -2.97% -2.54% -2.75% -4.25%
Max Increase -2.73% -4.03% -6.39% -4.78% -7.98% -5.83% -8.56% -7.37% -5.90% -9.20% -9.60%
Avg Days to Max Increase 8 6 12 5 10 12 10 13 7 6 19
2003 Contract Condition Yes Yes             Yes   Yes
Action Yes Yes             No   Not Yet
High 8869 8153 8522 8560 8868 9353 9361 9500 9686 9850 9904
Low 7917 7629 7417 7980 8340 8851 8871 8997 9230 9277 9586
Close/Last 8054 7891 7992 8480 8850 8985 9234 9416 9275 9801 9782