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MRCI's ScenarioSM Study
ScenarioSM Study for S & P 500 Stock Index as of Oct 31, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Higher 28 23 30 31 25 24 20 26 16 28 30
Exceeded High 26 19 25 27 19 20 19 19 14 26 22
Scenario Percentage 93% 83% 83% 87% 76% 83% 95% 73% 88% 93% 73%
Avg Max Increase 5.26% 5.62% 5.85% 4.32% 4.99% 4.56% 3.94% 4.49% 6.88% 5.71% 3.42%
Max Increase 13.54% 11.72% 13.82% 12.57% 12.90% 11.15% 8.01% 16.53% 18.77% 13.32% 6.99%
Avg Days To Max Increase 18 18 17 19 19 18 17 15 21 18 16
Avg Max Decline -1.34% -0.62% -1.20% -1.35% -1.53% -1.41% -1.48% -1.23% -1.39% -1.05% -0.29%
Max Decline -5.29% -2.57% -5.27% -4.78% -4.00% -7.55% -4.23% -3.38% -9.22% -5.95% -2.30%
Avg Days to Max Decline 8 8 6 9 12 10 10 10 8 8 2
2004 Contract Condition Yes Yes     Yes Yes   Yes Yes Yes Yes
Action Yes Yes     Yes No   Yes Yes Not Yet  
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Lower 17 21 15 14 20 21 25 19 28 16 15
Penetrated Low 14 14 9 8 13 14 18 14 19 10 14
Scenario Percentage 82% 67% 60% 57% 65% 67% 72% 74% 68% 63% 93%
Avg Max Decline 5.11% 4.95% 6.25% 7.65% 7.18% 7.63% 8.31% 7.01% 6.25% 4.50% 13.86%
Max Decline 10.84% 12.80% 20.20% 19.85% 27.31% 21.63% 22.00% 16.66% 32.75% 14.91% 36.34%
Avg Days To Max Decline 15 15 19 18 22 21 20 16 15 12 10
Avg Max Increase -0.77% -1.34% -1.68% -1.60% -1.34% -1.73% -1.67% -2.66% -1.85% -0.90% -3.21%
Max Increase -3.59% -6.07% -5.08% -4.02% -6.64% -5.37% -7.69% -11.34% -4.50% -3.97% -10.65%
Avg Days to Max Increase 5 7 10 10 8 10 7 11 9 5 19
2004 Contract Condition     Yes Yes     Yes        
Action     Yes Yes     Yes        
High 1155.40 1159.00 1163.25 1150.55 1127.75 1146.35 1140.80 1109.70 1131.55 1142.05 1133.45
Low 1105.10 1124.45 1087.05 1107.25 1076.30 1113.30 1078.80 1060.70 1099.20 1090.20 1127.55
Close/Last 1131.15 1144.95 1126.20 1107.25 1120.65 1140.75 1101.70 1104.25 1114.60 1130.20 1130.50