MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for S & P 100(OEX) 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 20 20 20 20 21 21 21 21 21 21 21
Closed Higher 13 11 14 13 15 13 9 13 6 13 14
Exceeded High 12 10 12 13 13 10 8 10 6 11 13
Scenario Percentage 92% 91% 86% 100% 87% 77% 89% 77% 100% 85% 93%
Avg Max Increase 5.81% 5.41% 6.04% 5.62% 4.56% 5.51% 3.30% 2.85% 8.06% 7.84% 3.92%
Max Increase 13.80% 9.22% 13.00% 12.10% 13.06% 11.71% 7.09% 10.02% 19.90% 14.70% 8.07%
Avg Days To Max Increase 17 16 23 22 21 17 13 11 20 19 16
Avg Max Decline -1.65% -1.30% -1.91% -2.25% -1.82% -0.97% -1.90% -1.57% -2.04% -1.51% -1.11%
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 11 10 11 8 10 10 4 8 4
2004 Contract Condition Yes Yes     Yes Yes   Yes   Yes  
Action No 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 20 20 20 20 21 21 21 21 21 21 21
Closed Lower 7 9 6 7 6 8 12 8 15 8 7
Penetrated Low 5 6 4 2 3 4 8 6 10 2 7
Scenario Percentage 71% 67% 67% 29% 50% 50% 67% 75% 67% 25% 100%
Avg Max Decline 5.24% 7.14% 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 19 22 12 20 18 21 18 16 16 14 11
Avg Max Increase -1.63% -2.75% -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 10 5 13 9 6 10 16 10 5 20
2004 Contract Condition     Yes Yes     Yes   Yes   Yes
Action     Yes Yes     Yes   Yes    
High 573.45 573.20 572.05 562.85 551.05 558.75 554.45 541.90 548.50 547.90 542.25
Low 548.10 557.40 532.00 540.85 526.55 541.15 527.15 518.65 529.85 521.90 539.20
Close/Last 560.30 564.55 551.15 540.90 545.15 553.85 537.65 538.75 534.85 540.60 540.50