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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Oct 31, 2004
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 30 24 28 27 23 21 24 26 14 27 29
Exceeded High 27 23 24 24 19 18 20 20 11 25 20
Scenario Percentage 90% 96% 86% 89% 83% 86% 83% 77% 79% 93% 69%
Avg Max Increase 5.80% 5.98% 6.56% 4.57% 5.20% 5.21% 4.55% 4.43% 6.58% 5.80% 3.28%
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 16 19 19 14 18 15 17 15 22 16 16
Avg Max Decline -1.80% -1.24% -1.83% -1.60% -1.59% -1.46% -2.05% -2.00% -1.32% -2.20% -0.99%
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 8 9 12 7 11 3
2004 Contract Condition Yes Yes       Yes   Yes     Yes
Action Yes No       No   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 15 20 17 18 22 22 21 19 31 16 16
Penetrated Low 10 14 10 13 17 16 16 16 21 8 13
Scenario Percentage 67% 70% 59% 72% 77% 73% 76% 84% 68% 50% 81%
Avg Max Decline 6.55% 5.00% 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 -1.32% -1.89% -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
2004 Contract Condition     Yes Yes Yes   Yes   Yes Yes  
Action     Yes Yes No   Yes   Yes Not Yet  
High 10705 10754 10696 10571 10386 10488 10448 10211 10363 10270 10078
Low 10367 10435 10008 10219 9852 10135 9914 9784 9978 9708 10010
Close/Last 10488 10584 10358 10226 10188 10436 10140 10174 10080 10028 10054