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MRCI's ScenarioSM Study
ScenarioSM Study for S & P Midcap 400 Index as of Jan 10, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 21 21 22 22 22 22 22 22 22 22 22
Closed Higher 16 14 14 17 14 14 14 8 12 10 13
Exceeded High 15 13 13 14 12 12 12 8 8 8 9
Scenario Percentage 94% 93% 93% 82% 86% 86% 86% 100% 67% 80% 69%
Avg Max Increase 6.27% 5.99% 6.69% 5.58% 6.75% 5.00% 5.30% 5.38% 4.56% 7.14% 6.31%
Max Increase 17.05% 13.44% 12.73% 12.84% 13.62% 12.90% 12.88% 12.40% 15.32% 17.58% 9.11%
Avg Days To Max Increase 16 19 21 22 20 20 18 16 17 17 23
Avg Max Decline -2.26% -0.48% -0.31% -1.66% -1.25% -1.10% -0.75% -1.58% -1.31% -2.43% -0.30%
Max Decline -7.81% -3.57% -2.96% -5.22% -4.63% -6.30% -6.04% -4.59% -3.68% -12.38% -2.57%
Avg Days to Max Decline 6 6 10 11 6 10 8 9 6 7 3
2002 Contract Condition Yes   Yes Yes         Yes   Yes
Action Yes   Yes Yes         No   Yes
Copyright © 2001 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 21 21 22 22 22 22 22 22 22 22 22
Closed Lower 4 7 8 5 8 8 8 14 10 12 8
Penetrated Low 3 4 5 4 5 5 4 10 9 8 8
Scenario Percentage 75% 57% 63% 80% 63% 63% 50% 71% 90% 67% 100%
Avg Max Decline 8.25% 6.38% 6.49% 4.33% 5.98% 9.13% 11.37% 10.29% 7.38% 8.80% 24.31%
Max Decline 10.48% 7.43% 13.05% 5.98% 12.80% 27.18% 21.37% 22.21% 19.49% 30.82% 36.23%
Avg Days To Max Decline 20 17 13 13 24 24 20 17 17 15 10
Avg Max Increase -0.84% 0.15% -2.42% -0.81% -2.05% -1.35% -0.13% -0.92% -4.23% -1.24% -3.12%
Max Increase -2.02% -0.53% -3.37% -2.03% -4.69% -3.46% -0.85% -5.17% -13.52% -2.96% -8.16%
Avg Days to Max Increase 4 1 11 6 19 9 6 9 15 7 13
2002 Contract Condition   Yes     Yes Yes Yes Yes   Yes  
Action   Yes     Yes Yes Yes No   Yes  
High 514.51 519.54 512.03 543.87 553.99 548.75 528.20 489.88 466.48 450.37 430.88
Low 479.81 491.43 484.75 505.38 525.64 522.76 469.31 384.93 406.51 399.22 370.83
Close/Last 508.33 505.29 505.38 541.10 538.22 528.58 489.52 441.71 443.42 407.38 424.63