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MRCI's ScenarioSM Study
ScenarioSM Study for S & P 100(OEX) as of Dec 25, 2003
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 19 19 19 19 20 20 20 20 20 20 20
Closed Higher 13 11 13 12 14 12 8 12 6 12 13
Exceeded High 12 10 11 12 12 10 7 9 6 10 12
Scenario Percentage 92% 91% 85% 100% 86% 83% 88% 75% 100% 83% 92%
Avg Max Increase 5.81% 5.41% 5.40% 5.25% 4.43% 5.51% 3.09% 2.67% 8.06% 8.05% 3.78%
Max Increase 13.80% 9.22% 9.51% 12.10% 13.06% 11.71% 7.09% 10.02% 19.90% 14.70% 8.07%
Avg Days To Max Increase 17 16 22 22 21 17 12 10 20 18 15
Avg Max Decline -1.65% -1.30% -2.10% -2.31% -1.97% -0.97% -1.75% -1.59% -2.04% -1.47% -1.22%
Max Decline -5.46% -4.03% -5.14% -4.52% -5.40% -3.95% -4.32% -3.13% -7.75% -5.60% -5.32%
Avg Days to Max Decline 7 7 12 11 12 8 11 8 4 7 4
2003 Contract Condition     Yes Yes Yes Yes Yes Yes   Yes Yes
Action     Yes Yes Yes No Yes Yes   Yes Yes
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 19 19 19 19 20 20 20 20 20 20 20
Closed Lower 6 8 6 7 6 8 12 8 14 8 7
Penetrated Low 4 5 4 2 3 4 8 6 10 2 7
Scenario Percentage 67% 63% 67% 29% 50% 50% 67% 75% 71% 25% 100%
Avg Max Decline 4.68% 7.38% 2.52% 6.88% 10.71% 11.93% 9.31% 7.60% 7.94% 6.85% 11.66%
Max Decline 7.55% 14.45% 3.42% 11.49% 27.26% 21.45% 22.84% 16.86% 32.90% 12.55% 19.62%
Avg Days To Max Decline 20 24 12 20 18 21 18 16 16 14 11
Avg Max Increase -1.73% -3.02% -2.67% -3.26% -1.93% -1.58% -2.40% -4.23% -2.57% -1.36% -4.81%
Max Increase -4.08% -5.81% -5.83% -3.94% -3.34% -3.56% -7.88% -9.65% -5.18% -1.46% -10.23%
Avg Days to Max Increase 5 12 5 13 9 6 10 16 10 5 20
2003 Contract Condition Yes Yes             Yes    
Action Yes Yes             No    
High 475.10 437.90 456.40 469.90 484.95 512.65 511.35 506.90 522.90 525.90 525.90
Low 424.65 407.80 400.25 429.55 458.35 483.20 484.40 484.70 496.55 499.25 510.05
Close/Last 432.55 425.35 429.15 465.55 483.20 490.40 499.25 503.35 498.55 520.00 520.75