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| MRCI's ScenarioSM Study |
| ScenarioSM Study for S & P 100(OEX) as of Sep 07, 2010 |
Condition 1:
Higher Monthly Close.
Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
| Tested Month |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
| Tested Years |
| Closed Higher |
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| Exceeded High |
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| Scenario Percentage |
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| Avg Max Increase |
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| Max Increase |
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| Avg Days To Max Increase |
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| Avg Max Decline |
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| Max Decline |
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| Avg Days to Max Decline |
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| 2010 Contract Condition |
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| Action |
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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.
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| Tested Month |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
Jun |
| Tested Years |
| Closed Lower |
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| Penetrated Low |
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| Scenario Percentage |
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| Avg Max Decline |
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| Max Decline |
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| Avg Days To Max Decline |
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| Avg Max Increase |
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| Max Increase |
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| Avg Days to Max Increase |
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| 2010 Contract Condition |
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| Action |
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| High |
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| Low |
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| Close/Last |
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