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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 Oct 31, 2022
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   26 27 28 32 30 27 24 27 20 27 33
Exceeded High   23 23 24 30 25 23 22 22 18 23 26
Scenario Percentage   88% 85% 86% 94% 83% 85% 92% 81% 90% 85% 79%
Avg Max Increase   5.74% 5.31% 6.09% 4.80% 5.08% 5.39% 4.53% 4.72% 7.36% 6.59% 3.19%
Max Increase   13.54% 11.15% 16.61% 12.57% 12.91% 13.37% 9.69% 18.41% 20.54% 13.31% 6.98%
Avg Days To Max Increase   18 18 17 16 21 21 16 14 19 20 17
Avg Max Decline   -1.33% -1.27% -1.40% -1.91% -1.77% -1.61% -1.71% -1.60% -2.15% -1.30% -0.93%
Max Decline   -5.29% -5.82% -5.33% -7.37% -5.44% -7.48% -5.61% -5.39% -9.22% -5.41% -4.59%
Avg Days to Max Decline   7 4 5 8 16 11 10 8 5 10 4
2022 Contract Condition       Yes   Yes   Yes     Yes  
Action       No   No   Yes     Not Yet  
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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 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   19 18 17 11 15 17 21 17 24 17 12
Penetrated Low   16 11 8 4 9 12 16 12 16 7 6
Scenario Percentage   84% 61% 47% 36% 60% 71% 76% 71% 67% 41% 50%
Avg Max Decline   7.57% 9.15% 3.26% 6.68% 6.94% 8.69% 8.83% 7.02% 9.00% 8.43% 2.46%
Max Decline   32.05% 25.81% 4.44% 11.51% 27.31% 21.62% 22.00% 16.65% 36.38% 23.51% 4.64%
Avg Days To Max Decline   14 17 13 11 13 16 18 16 14 15 8
Avg Max Increase   -1.76% -1.84% -1.60% -1.88% -1.44% -1.96% -1.95% -2.98% -2.01% -1.70% -1.93%
Max Increase   -5.93% -6.17% -5.02% -2.74% -3.83% -3.51% -7.73% -11.33% -4.51% -4.00% -5.63%
Avg Days to Max Increase   4 7 7 12 7 11 7 10 8 6 4
2022 Contract Condition   Yes Yes   Yes   Yes   Yes Yes    
Action   Yes No   Yes   No   Yes Yes    
High 4809.00 4818.50 4595.25 4637.25 4593.50 4307.75 4177.00 4140.25 4325.25 4119.25 3905.50  
Low 4495.00 4222.75 4116.00 4160.25 4124.25 3810.25 3637.00 3721.50 3954.50 3585.00 3491.50  
Close/Last 4766.25 4515.50 4374.00 4530.50 4132.00 4132.25 3785.50 4130.25 3955.00 3585.50 3872.00  

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