MRCI Online
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| ScenarioSM Study for Russell 2000 Index as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 28 | 28 | 29 | 24 | 25 | 22 | 26 | 31 | 34 | 24 | 28 | |
| Exceeded High | 24 | 25 | 22 | 21 | 22 | 18 | 23 | 29 | 32 | 20 | 25 | |
| Scenario Percentage | 86% | 89% | 76% | 88% | 88% | 82% | 88% | 94% | 94% | 83% | 89% | |
| Avg Max Increase | 7.09% | 5.72% | 6.54% | 6.22% | 5.15% | 7.45% | 9.05% | 7.50% | 7.43% | 6.84% | 4.56% | |
| Max Increase | 17.32% | 15.48% | 18.80% | 15.99% | 19.44% | 24.42% | 31.70% | 20.61% | 21.03% | 18.63% | 10.30% | |
| Avg Days To Max Increase | 14 | 17 | 21 | 20 | 15 | 21 | 20 | 18 | 17 | 16 | 20 | |
| Avg Max Decline | -2.13% | -1.55% | -1.54% | -1.69% | -1.95% | -3.17% | -1.17% | -1.74% | -2.15% | -0.58% | -1.08% | |
| Max Decline | -9.88% | -5.97% | -6.84% | -9.57% | -8.28% | -16.43% | -5.68% | -8.72% | -7.37% | -3.42% | -5.77% | |
| Avg Days to Max Decline | 6 | 11 | 6 | 7 | 8 | 10 | 9 | 10 | 8 | 7 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
