MRCI Online
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| ScenarioSM Study for S & P Midcap 400 Index as of Dec 31, 1999 | ||||||||||||
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| 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 | Nov |
| Tested Years | 18 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | |
| Closed Higher | 13 | 12 | 15 | 13 | 13 | 13 | 7 | 10 | 10 | 12 | 12 | |
| Exceeded High | 13 | 11 | 13 | 11 | 12 | 11 | 7 | 7 | 8 | 10 | 11 | |
| Scenario Percentage | 100% | 92% | 87% | 85% | 92% | 85% | 100% | 70% | 80% | 83% | 92% | |
| Avg Max Increase | 5.99% | 5.87% | 5.82% | 6.73% | 4.98% | 4.61% | 4.36% | 5.00% | 7.18% | 7.23% | 3.51% | |
| Max Increase | 13.42% | 9.72% | 12.88% | 13.40% | 12.75% | 11.46% | 6.26% | 15.38% | 17.53% | 13.02% | 7.76% | |
| Avg Days To Max Increase | 19 | 22 | 23 | 21 | 20 | 16 | 16 | 18 | 18 | 21 | 17 | |
| Avg Max Decline | -0.47% | -0.46% | -1.57% | -1.14% | -1.11% | -0.80% | -1.76% | -1.31% | -2.42% | -1.09% | -0.29% | |
| Max Decline | -3.57% | -2.85% | -5.21% | -4.59% | -6.31% | -6.04% | -4.61% | -3.68% | -12.49% | -4.63% | -2.57% | |
| Avg Days to Max Decline | 6 | 11 | 12 | 7 | 10 | 7 | 10 | 7 | 7 | 8 | 6 | |
| 2009 Contract Condition | ||||||||||||
| Action | ||||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
