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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Dec 31, 2017
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   29 25 22 26 24 16 27 31 31 27 27
Exceeded High   26 21 19 21 19 14 24 28 28 26 25
Scenario Percentage   90% 84% 86% 81% 79% 88% 89% 90% 90% 96% 93%
Avg Max Increase   4.56% 5.10% 4.84% 4.23% 4.31% 6.41% 5.99% 5.59% 5.89% 5.85% 4.15%
Max Increase   11.78% 12.99% 13.15% 8.35% 16.09% 19.66% 13.83% 15.46% 11.62% 17.19% 7.85%
Avg Days To Max Increase   15 20 16 17 15 21 20 19 18 16 17
Avg Max Decline   -1.40% -1.87% -1.70% -2.17% -2.32% -1.58% -1.92% -2.26% -1.76% -1.46% -0.84%
Max Decline   -5.22% -4.86% -4.42% -8.64% -7.27% -4.75% -7.49% -9.87% -6.68% -7.01% -2.21%
Avg Days to Max Decline   6 14 10 10 12 6 11 13 8 8 4
2018 Contract Condition   Yes Yes Yes Yes Yes Yes Yes Yes Yes    
Action   Yes Yes Yes Yes Yes Yes Yes Yes      
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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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   16 20 22 19 21 29 17 14 14 18 18
Penetrated Low   10 15 18 16 17 21 8 6 9 12 14
Scenario Percentage   63% 75% 82% 84% 81% 72% 47% 43% 64% 67% 78%
Avg Max Decline   4.65% 6.03% 5.93% 8.02% 7.14% 8.08% 4.99% 5.83% 8.73% 6.74% 5.40%
Max Decline   10.25% 24.10% 18.50% 20.87% 18.97% 37.75% 20.12% 12.99% 19.85% 19.14% 14.52%
Avg Days To Max Decline   16 14 16 20 13 15 11 10 17 10 15
Avg Max Increase   -2.13% -2.15% -2.13% -2.46% -2.78% -2.24% -2.80% -0.95% -2.03% -1.36% -1.65%
Max Increase   -4.78% -7.98% -5.83% -8.56% -7.37% -5.90% -9.20% -3.05% -6.32% -3.92% -4.03%
Avg Days to Max Increase   6 8 11 9 12 7 4 3 6 7 6
2018 Contract Condition                        
Action                        
High 21169 21071 21112 21535 21930 22179 22420 23485 24328 24689    
Low 20413 20380 20553 20994 21279 21600 21710 22416 23243 23922    
Close/Last 20663 20941 21009 21350 21891 21948 22405 23377 24272 24652    

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Newsflash

For example...

Did you know that December Australian Dollars have closed higher on Nov. 7th than on Sept. 9th in 12 of the last 15 years?
See the facts: http://goo.gl/tquCtO

More historical Forex Facts are available in MRCI's Forex Report!

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!