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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Sep 30, 2006
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 26 22 21 24 26 15 26 29
Exceeded High 27 23 24 23 18 18 20 21 12 24 19
Scenario Percentage 90% 96% 86% 88% 82% 86% 83% 81% 80% 92% 66%
Avg Max Increase 5.74% 5.85% 6.56% 4.59% 4.98% 5.21% 4.52% 4.30% 6.34% 5.72% 3.24%
Max Increase 17.19% 12.99% 14.40% 11.78% 12.99% 13.15% 8.35% 16.09% 19.66% 13.83% 6.30%
Avg Days To Max Increase 16 18 19 15 18 15 17 15 23 15 16
Avg Max Decline -1.68% -1.21% -1.83% -1.58% -1.52% -1.46% -2.10% -1.93% -1.54% -2.19% -0.97%
Max Decline -7.01% -3.24% -5.55% -5.22% -2.92% -4.42% -8.64% -6.47% -4.75% -7.49% -4.81%
Avg Days to Max Decline 9 10 12 6 11 8 9 11 7 10 3
2006 Contract Condition Yes Yes Yes Yes     Yes Yes Yes    
Action Yes Yes Yes Yes     Yes Yes Not Yet    
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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 19 23 23 21 19 30 18 16
Penetrated Low 9 14 12 13 17 17 16 16 21 8 13
Scenario Percentage 60% 70% 71% 68% 74% 74% 76% 84% 70% 44% 81%
Avg Max Decline 6.80% 5.00% 5.77% 6.45% 6.62% 5.68% 7.76% 7.33% 7.03% 3.32% 13.45%
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 17 20 17 20 15 16 13 12
Avg Max Increase -1.17% -1.89% -2.27% -2.12% -2.31% -2.37% -2.42% -3.10% -2.46% -2.75% -4.09%
Max Increase -2.21% -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 11 5 10 12 9 13 7 6 18
2006 Contract Condition         Yes Yes          
Action         Yes Yes          
High 11048 11159 11335 11418 11670 11286 11257 11407 11742    
Low 10661 10738 10923 11039 11031 10699 10683 11043 11324    
Close/Last 10865 10993 11109 11367 11168 11150 11186 11381 11679