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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Russell 2000 Index as of Dec 31, 2017
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   38 38 38 38 38 38 38 38 38 38 39
Closed Higher   23 25 23 18 22 20 21 25 30 20 24
Exceeded High   19 22 17 17 20 16 18 24 29 17 22
Scenario Percentage   83% 88% 74% 94% 91% 80% 86% 96% 97% 85% 92%
Avg Max Increase   7.07% 5.66% 6.81% 6.21% 5.27% 7.67% 8.60% 7.07% 7.44% 6.61% 4.44%
Max Increase   16.82% 15.48% 18.80% 15.99% 19.44% 24.42% 17.75% 19.05% 21.03% 18.63% 10.30%
Avg Days To Max Increase   15 19 20 20 15 20 21 17 18 16 19
Avg Max Decline   -1.54% -1.74% -1.35% -1.66% -1.48% -3.16% -1.07% -1.51% -2.24% -0.64% -0.66%
Max Decline   -4.55% -5.97% -6.84% -9.57% -4.22% -16.43% -5.68% -3.78% -7.37% -3.42% -5.77%
Avg Days to Max Decline   6 11 5 8 7 9 10 12 9 8 3
2018 Contract Condition   Yes   Yes Yes   Yes Yes Yes      
Action   Yes   Yes Yes   Yes Yes Yes      
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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.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   38 38 38 38 38 38 38 38 38 38 39
Closed Lower   15 13 15 20 16 17 17 13 8 18 15
Penetrated Low   10 9 11 14 13 12 11 8 6 11 10
Scenario Percentage   67% 69% 73% 70% 81% 71% 65% 62% 75% 61% 67%
Avg Max Decline   4.98% 9.02% 10.05% 11.23% 9.73% 13.21% 6.93% 4.98% 10.12% 7.98% 8.17%
Max Decline   12.38% 27.36% 23.46% 22.94% 20.26% 45.37% 30.93% 15.33% 16.97% 22.77% 23.07%
Avg Days To Max Decline   16 18 13 20 15 17 13 15 15 13 18
Avg Max Increase   -2.03% -1.24% -0.98% -1.33% -2.49% -0.87% -0.94% -1.13% -1.76% -1.09% -0.88%
Max Increase   -4.89% -2.95% -3.98% -5.70% -11.54% -2.52% -2.51% -4.14% -4.29% -6.31% -2.83%
Avg Days to Max Increase   7 11 5 8 10 5 5 7 6 5 6
2018 Contract Condition     Yes     Yes       Yes    
Action     No     No            
High 1414.80 1425.70 1411.05 1433.80 1452.10 1430.65 1493.55 1514.95 1551.70 1559.60    
Low 1335.05 1345.25 1351.05 1370.35 1398.85 1349.35 1393.90 1482.55 1454.15 1499.15    
Close/Last 1385.90 1400.45 1370.20 1415.35 1425.15 1405.30 1490.85 1502.85 1544.15 1524.45    

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!