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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for S & P Midcap 400 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   36 36 36 36 36 36 36 36 36 36 37
Closed Higher   23 24 21 15 20 18 23 25 26 21 26
Exceeded High   20 22 18 14 15 15 19 24 25 20 22
Scenario Percentage   87% 92% 86% 93% 75% 83% 83% 96% 96% 95% 85%
Avg Max Increase   6.35% 4.82% 5.79% 5.30% 4.88% 6.61% 7.55% 6.05% 5.89% 5.67% 4.24%
Max Increase   13.40% 12.75% 15.77% 13.08% 15.38% 17.53% 17.44% 13.67% 17.05% 13.42% 12.73%
Avg Days To Max Increase   16 18 17 14 16 19 22 19 16 19 21
Avg Max Decline   -1.34% -1.82% -1.22% -1.78% -1.47% -2.52% -1.31% -1.17% -2.05% -0.64% -0.65%
Max Decline   -4.59% -6.33% -6.76% -6.71% -3.68% -12.49% -4.63% -5.65% -7.86% -3.57% -4.65%
Avg Days to Max Decline   6 12 8 9 8 7 9 13 6 8 5
2018 Contract Condition   Yes   Yes Yes   Yes Yes Yes      
Action   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   36 36 36 36 36 36 36 36 36 36 37
Closed Lower   13 12 15 21 16 18 13 11 9 15 11
Penetrated Low   8 9 10 15 13 12 6 3 7 8 7
Scenario Percentage   62% 75% 67% 71% 81% 67% 46% 27% 78% 53% 64%
Avg Max Decline   5.75% 8.29% 10.25% 9.71% 7.35% 11.19% 7.72% 7.62% 8.91% 7.57% 6.12%
Max Decline   12.80% 27.18% 21.36% 22.21% 19.49% 44.12% 28.50% 15.04% 14.79% 20.20% 12.83%
Avg Days To Max Decline   18 17 16 16 15 15 13 11 17 12 19
Avg Max Increase   -1.90% -1.30% -1.01% -1.10% -3.44% -0.88% -1.66% -1.45% -1.08% -1.29% -1.91%
Max Increase   -4.67% -3.40% -3.55% -5.15% -13.39% -2.96% -2.65% -3.97% -4.23% -7.14% -3.52%
Avg Days to Max Increase   13 8 6 8 13 6 2 4 4 2 8
2018 Contract Condition     Yes     Yes       Yes    
Action     No     No            
High 1761.10 1756.40 1743.95 1771.05 1795.15 1769.15 1799.05 1839.10 1906.90 1916.70    
Low 1673.30 1680.85 1683.70 1722.95 1728.95 1686.25 1707.55 1795.60 1807.05 1856.05    
Close/Last 1719.65 1732.75 1721.70 1746.65 1760.70 1730.90 1795.95 1835.10 1899.20 1883.95    

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.