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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of May 09, 2024
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   31 27 23 31 25 17 27 33 31 27 28
Exceeded High   29 23 21 25 21 16 25 30 29 24 25
Scenario Percentage   94% 85% 91% 81% 84% 94% 93% 91% 94% 89% 89%
Avg Max Increase   4.50% 5.02% 5.30% 4.13% 4.25% 6.22% 5.92% 5.21% 5.86% 5.57% 4.03%
Max Increase   13.28% 12.99% 13.15% 10.49% 16.09% 19.66% 13.83% 15.46% 11.62% 17.19% 7.72%
Avg Days To Max Increase   14 21 15 16 14 20 21 19 19 16 18
Avg Max Decline   -1.76% -1.83% -1.45% -1.63% -2.15% -1.56% -1.99% -2.03% -1.83% -0.96% -0.85%
Max Decline   -7.19% -4.86% -4.42% -5.45% -7.27% -4.75% -7.49% -9.87% -6.68% -3.68% -2.17%
Avg Days to Max Decline   7 14 10 10 11 6 12 11 11 7 4
2024 Contract Condition   Yes   Yes Yes       Yes Yes Yes Yes
Action   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   14 18 22 14 20 28 17 12 14 18 17
Penetrated Low   8 12 15 12 16 19 7 5 9 11 13
Scenario Percentage   57% 67% 68% 86% 80% 68% 41% 42% 64% 61% 76%
Avg Max Decline   4.98% 6.33% 6.41% 7.67% 6.81% 8.00% 6.70% 5.27% 8.73% 9.79% 7.73%
Max Decline   10.25% 24.10% 18.50% 16.68% 18.97% 37.75% 20.12% 12.99% 19.85% 35.54% 28.32%
Avg Days To Max Decline   15 13 16 17 14 17 13 14 17 10 15
Avg Max Increase   -1.81% -1.19% -1.98% -2.44% -2.66% -2.64% -3.04% -2.69% -2.03% -1.52% -1.90%
Max Increase   -4.09% -4.51% -4.57% -8.56% -7.37% -6.02% -9.20% -7.16% -6.32% -4.65% -6.64%
Avg Days to Max Increase   5 7 11 9 12 8 6 10 6 4 5
2024 Contract Condition     Yes     Yes Yes Yes        
Action     No     Yes Yes No        
High 33572 34105 34258 34589 35645 35679 34978 34148 35969 37779 38589 39282
Low 31430 33236 32587 32707 33706 34029 33306 32327 33011 35914 37125 38040
Close/Last 33274 34098 32908 34408 35560 34722 33508 33053 35951 37690 38150 38996

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Newsflash

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