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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for S & P 500 Stock Index as of Jan 01, 2016
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 26 29 31 27 25 20 25 19 27 30
Exceeded High   25 22 25 27 21 20 18 19 17 23 23
Scenario Percentage   93% 85% 86% 87% 78% 80% 90% 76% 89% 85% 77%
Avg Max Increase   5.82% 5.20% 6.08% 4.94% 5.07% 5.15% 4.67% 5.04% 7.29% 6.39% 3.17%
Max Increase   13.54% 11.08% 16.58% 12.57% 12.90% 13.07% 9.38% 18.33% 20.72% 13.32% 6.99%
Avg Days To Max Increase   18 18 18 17 20 20 17 13 18 18 16
Avg Max Decline   -1.23% -1.17% -1.59% -1.51% -1.73% -2.06% -1.90% -1.44% -2.05% -1.23% -0.84%
Max Decline   -5.29% -5.81% -5.27% -4.78% -5.42% -7.55% -5.62% -3.57% -9.22% -5.38% -4.59%
Avg Days to Max Decline   8 7 7 7 14 12 10 7 5 8 4
2015 Contract Condition     Yes   Yes Yes   Yes     Yes Yes
Action     Yes   Yes No   No     Yes Not Yet
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Dec 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   18 19 16 14 18 20 25 20 25 17 15
Penetrated Low   17 14 9 7 12 15 20 14 17 9 7
Scenario Percentage   94% 74% 56% 50% 67% 75% 80% 70% 68% 53% 47%
Avg Max Decline   5.67% 6.26% 4.22% 5.55% 6.65% 8.51% 8.66% 7.41% 9.03% 7.68% 3.47%
Max Decline   19.26% 16.11% 7.85% 11.51% 27.31% 21.63% 22.00% 16.66% 36.38% 23.51% 7.08%
Avg Days To Max Decline   14 16 17 15 15 17 18 16 16 13 8
Avg Max Increase   -1.54% -1.59% -1.67% -2.28% -1.99% -2.03% -1.81% -2.72% -1.85% -1.08% -0.69%
Max Increase   -5.95% -6.07% -5.08% -4.02% -6.64% -5.37% -7.69% -11.34% -4.50% -4.00% -5.64%
Avg Days to Max Increase   6 8 9 15 7 11 6 11 8 5 4
2015 Contract Condition   Yes   Yes     Yes   Yes Yes    
Action   Yes   No     Yes   No No    
High 2093.55 2072.35 2119.60 2117.50 2125.90 2134.70 2129.85 2132.80 2112.65 2020.85 2094.30 2116.50
Low 1972.55 1988.10 1980.90 2039.70 2048.40 2067.90 2056.30 2044.00 1867.00 1871.90 1893.70 2019.40
Close/Last 2058.90 1995.00 2104.50 2067.90 2085.50 2107.40 2063.10 2103.85 1972.20 1920.05 2079.35 2080.40

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