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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Natural Gas(NYM) as of Apr 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   26 26 26 26 26 26 26 26 26 27 27
Closed Higher   12 14 8 6 10 13 16 17 17 12 12
Exceeded High   9 10 5 5 8 12 13 17 16 8 5
Scenario Percentage   75% 71% 63% 83% 80% 92% 81% 100% 94% 67% 42%
Avg Max Increase   9.19% 7.21% 6.70% 11.73% 16.30% 15.43% 18.40% 15.62% 15.07% 16.57% 8.96%
Max Increase   23.34% 15.36% 13.57% 26.45% 41.51% 29.66% 48.98% 52.12% 47.41% 28.82% 18.75%
Avg Days To Max Increase   19 18 15 19 19 24 17 16 15 18 13
Avg Max Decline   -2.31% -4.05% -1.59% -2.17% -1.70% -3.04% -2.75% -3.98% -5.43% -6.12% -3.74%
Max Decline   -4.89% -13.01% -4.20% -4.16% -5.68% -5.42% -6.66% -8.17% -12.70% -12.50% -12.28%
Avg Days to Max Decline   11 11 3 18 7 11 9 10 11 12 5
2017 Contract Condition       Yes Yes Yes     Yes Yes    
Action       Yes Yes No     Yes Not Yet    
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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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   26 26 26 26 26 26 26 26 26 27 27
Closed Lower   14 12 18 20 16 13 10 9 9 15 15
Penetrated Low   12 11 14 17 13 10 8 9 7 13 12
Scenario Percentage   86% 92% 78% 85% 81% 77% 80% 100% 78% 87% 80%
Avg Max Decline   8.78% 8.29% 11.82% 12.43% 10.20% 12.68% 10.79% 10.02% 16.23% 15.57% 10.83%
Max Decline   21.05% 17.97% 22.09% 29.97% 28.66% 25.57% 23.91% 27.18% 36.75% 28.58% 16.07%
Avg Days To Max Decline   17 22 19 14 16 17 17 20 22 18 17
Avg Max Increase   -1.69% -2.83% -1.63% -1.94% -2.62% -4.91% -4.18% -5.07% -5.11% -7.70% -2.61%
Max Increase   -6.55% -5.65% -5.89% -7.11% -11.65% -11.28% -21.80% -11.46% -10.17% -14.97% -11.11%
Avg Days to Max Increase   10 11 5 6 5 10 11 12 10 10 5
2017 Contract Condition   Yes Yes       Yes Yes     Yes  
Action   No Yes       Yes No        
High 3.153 3.121 3.140 3.343 3.306 3.624 3.575 3.420 3.402 3.507 3.407  
Low 2.991 2.955 2.980 3.008 2.815 3.233 3.192 2.910 3.024 3.240 3.303  
Close/Last 3.104 3.054 3.026 3.126 3.262 3.575 3.303 3.050 3.333 3.380 3.317  

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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.