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MRCI's ScenarioSM Study
ScenarioSM Study for S & P Midcap 400 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 22 23 23 23 23 23 23 23 23 23 23
Closed Higher 14 14 18 15 15 15 9 13 10 14 15
Exceeded High 13 13 15 13 13 13 9 9 8 12 14
Scenario Percentage 93% 93% 83% 87% 87% 87% 100% 69% 80% 86% 93%
Avg Max Increase 5.99% 6.68% 6.27% 7.22% 5.11% 5.51% 5.56% 4.75% 7.17% 7.75% 3.51%
Max Increase 13.42% 12.73% 15.90% 13.62% 12.90% 12.88% 12.40% 15.38% 17.53% 14.14% 8.00%
Avg Days To Max Increase 19 21 23 19 20 18 15 18 18 22 17
Avg Max Decline -0.47% -0.32% -1.57% -1.26% -1.04% -0.79% -1.83% -1.38% -2.43% -1.23% -0.53%
Max Decline -3.57% -2.96% -5.21% -4.59% -6.31% -6.04% -4.61% -3.68% -12.38% -4.63% -2.57%
Avg Days to Max Decline 6 10 11 6 10 8 9 9 7 9 6
2004 Contract Condition Yes Yes Yes   Yes Yes     Yes Yes Yes
Action Yes Yes No   Yes No     Yes Not Yet  
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 22 23 23 23 23 23 23 23 23 23 23
Closed Lower 8 9 5 8 8 8 14 10 13 8 8
Penetrated Low 5 6 4 5 5 4 10 9 8 2 8
Scenario Percentage 63% 67% 80% 63% 63% 50% 71% 90% 62% 25% 100%
Avg Max Decline 6.78% 6.41% 4.32% 5.99% 9.14% 11.39% 10.29% 7.38% 8.93% 5.19% 17.75%
Max Decline 8.42% 13.04% 5.98% 12.80% 27.18% 21.36% 22.21% 19.49% 30.79% 9.42% 35.20%
Avg Days To Max Decline 16 13 13 24 23 20 17 17 17 19 13
Avg Max Increase -0.00% -2.21% -0.81% -2.05% -1.32% -0.12% -0.91% -4.22% -1.24% -1.41% -5.59%
Max Increase -0.55% -3.38% -2.04% -4.67% -3.40% -0.85% -5.15% -13.52% -2.96% -2.43% -11.44%
Avg Days to Max Increase 1 9 6 19 9 6 9 15 7 4 23
2004 Contract Condition       Yes     Yes Yes      
Action       Yes     Yes No      
High 603.45 609.80 618.45 616.95 594.80 607.70 607.70 579.80 594.80 607.65 602.40
Low 574.60 580.90 577.70 582.30 557.35 586.80 563.90 548.30 576.20 580.65 600.20
Close/Last 588.05 601.50 603.55 583.30 594.70 607.70 578.90 576.60 593.20 602.20 602.25