Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March S & P 500(CME) as of Jan 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   31 33 34 34 34 34 34 34 34 34 34
Closed Higher   21 20 16 15 21 16 22 24 25 21 22
Exceeded High   20 16 11 13 16 15 18 23 25 19 16
Scenario Percentage   95% 80% 69% 87% 76% 94% 82% 96% 100% 90% 73%
Avg Max Increase   4.58% 4.52% 6.36% 4.27% 5.09% 5.91% 7.04% 5.24% 5.37% 4.97% 2.97%
Max Increase   12.41% 12.17% 13.42% 9.71% 19.53% 16.68% 13.57% 13.40% 12.72% 11.01% 4.68%
Avg Days To Max Increase   15 18 19 17 15 19 19 17 16 12 10
Avg Max Decline   -1.38% -1.57% -1.32% -2.10% -2.02% -2.55% -1.38% -1.82% -1.90% -1.30% -0.78%
Max Decline   -4.82% -5.33% -5.52% -5.51% -9.06% -9.43% -5.70% -5.53% -6.31% -5.15% -2.38%
Avg Days to Max Decline   8 11 10 12 11 7 9 14 7 6 2
2017 Contract Condition   Yes Yes Yes Yes Yes     Yes Yes Yes  
Action   Yes Yes Yes Yes No     Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   31 33 34 34 34 34 34 34 34 34 34
Closed Lower   10 13 18 19 13 18 12 10 9 13 12
Penetrated Low   5 12 12 15 9 11 5 6 5 9 6
Scenario Percentage   50% 92% 67% 79% 69% 61% 42% 60% 56% 69% 50%
Avg Max Decline   5.37% 6.26% 8.95% 8.71% 8.11% 12.42% 9.48% 5.21% 10.46% 6.47% 5.74%
Max Decline   12.05% 28.08% 22.15% 23.47% 17.95% 45.02% 23.73% 15.93% 15.02% 19.06% 9.33%
Avg Days To Max Decline   11 14 15 18 14 17 17 11 18 13 9
Avg Max Increase   -1.46% -1.11% -1.85% -2.31% -3.48% -2.44% -2.18% -2.05% -2.81% -1.94% -0.45%
Max Increase   -2.76% -3.93% -3.52% -8.05% -12.00% -5.50% -3.73% -5.32% -6.55% -6.12% -2.25%
Avg Days to Max Increase   6 6 8 8 12 10 9 7 12 4 3
2017 Contract Condition             Yes Yes        
Action             Yes Yes        
High 2042.80 2084.20 2080.80 2096.20 2156.30 2177.00 2173.10 2156.50 2207.20 2272.50 2298.80  
Low 1940.50 2007.80 2001.30 1967.50 2053.00 2126.90 2107.20 2102.50 2073.20 2181.40 2239.70  
Close/Last 2031.40 2038.90 2074.00 2074.30 2153.80 2156.00 2154.60 2114.60 2193.70 2236.20 2274.50  

Banner

Newsflash

How do you best get around MRCI's extensive website? Learn tips & tricks with our new Navigation Tutorial: http://www.mrci.com/tutorials/mrcionline/