MRCI Online
|
| ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 24 | 25 | 27 | 26 | 26 | 23 | 21 | 25 | 15 | 26 | 28 | |
| Exceeded High | 20 | 22 | 22 | 23 | 24 | 18 | 18 | 19 | 14 | 23 | 23 | |
| Scenario Percentage | 83% | 88% | 81% | 88% | 92% | 78% | 86% | 76% | 93% | 88% | 82% | |
| Avg Max Increase | 336.19% | 11.13% | 11.13% | 8.19% | 8.57% | 11.86% | 4.99% | 12.39% | 13.91% | 13.38% | 7.09% | |
| Max Increase | 5621.63% | 134.56% | 107.78% | 60.72% | 37.88% | 63.49% | 16.81% | 146.50% | 66.56% | 131.91% | 71.53% | |
| Avg Days To Max Increase | 18 | 17 | 17 | 17 | 21 | 18 | 17 | 15 | 20 | 19 | 17 | |
| Avg Max Decline | -8.64% | -2.92% | -3.22% | -6.80% | -5.79% | -3.23% | -3.39% | -4.06% | -2.64% | -2.63% | -2.29% | |
| Max Decline | -90.81% | -20.91% | -24.02% | -99.66% | -40.09% | -13.45% | -26.63% | -47.49% | -16.25% | -16.41% | -17.11% | |
| Avg Days to Max Decline | 6 | 8 | 9 | 9 | 15 | 10 | 11 | 8 | 7 | 11 | 5 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
