MRCI Online
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| ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 36 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 23 | 21 | 24 | 21 | 21 | 20 | 17 | 23 | 13 | 22 | 24 | |
| Exceeded High | 19 | 18 | 19 | 19 | 19 | 15 | 15 | 17 | 12 | 19 | 19 | |
| Scenario Percentage | 83% | 86% | 79% | 90% | 90% | 75% | 88% | 74% | 92% | 86% | 79% | |
| Avg Max Increase | 353.00% | 5.05% | 5.94% | 4.97% | 6.47% | 11.85% | 4.33% | 12.92% | 9.59% | 12.97% | 6.92% | |
| Max Increase | 5621.63% | 10.82% | 14.38% | 12.10% | 37.88% | 63.49% | 8.42% | 146.50% | 33.86% | 131.91% | 71.53% | |
| Avg Days To Max Increase | 18 | 18 | 16 | 16 | 21 | 18 | 16 | 14 | 19 | 19 | 17 | |
| Avg Max Decline | -9.07% | -1.46% | -1.56% | -6.94% | -3.78% | -2.96% | -1.80% | -4.16% | -1.74% | -2.44% | -1.00% | |
| Max Decline | -90.81% | -6.16% | -5.15% | -99.66% | -40.09% | -13.45% | -5.76% | -47.49% | -7.74% | -16.41% | -5.32% | |
| Avg Days to Max Decline | 6 | 8 | 9 | 10 | 13 | 9 | 10 | 8 | 7 | 10 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
