MRCI Online
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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 |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Tested Years |
28 |
29 |
29 |
29 |
29 |
29 |
29 |
29 |
29 |
29 |
29 |
Closed Lower |
12 |
14 |
12 |
11 |
14 |
13 |
16 |
14 |
19 |
16 |
12 |
Penetrated Low |
8 |
8 |
9 |
6 |
11 |
11 |
12 |
11 |
16 |
9 |
6 |
Scenario Percentage |
67% |
57% |
75% |
55% |
79% |
85% |
75% |
79% |
84% |
56% |
50% |
Avg Max Decline |
11.66% |
10.52% |
6.59% |
11.97% |
7.34% |
9.44% |
11.39% |
11.69% |
11.03% |
9.50% |
21.11% |
Max Decline |
22.47% |
22.34% |
14.33% |
16.92% |
15.74% |
26.28% |
33.39% |
46.49% |
37.88% |
20.46% |
43.69% |
Avg Days To Max Decline |
17 |
11 |
14 |
23 |
15 |
19 |
17 |
12 |
18 |
22 |
8 |
Avg Max Increase |
-2.52% |
-0.24% |
-1.23% |
-2.96% |
-3.05% |
-2.75% |
-1.50% |
-1.84% |
-2.40% |
-2.40% |
-3.09% |
Max Increase |
-5.77% |
-1.93% |
-3.47% |
-9.28% |
-8.14% |
-8.29% |
-4.60% |
-8.41% |
-9.98% |
-7.30% |
-6.32% |
Avg Days to Max Increase |
9 |
2 |
5 |
8 |
12 |
10 |
8 |
6 |
7 |
9 |
15 |
2010 Contract Condition |
Yes |
Yes |
|
Yes |
Yes |
Yes |
|
Yes |
|
Yes |
|
Action |
Yes |
No |
|
Yes |
Yes |
Yes |
|
Yes |
|
Yes |
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High |
10982 |
10450 |
11148 |
11408 |
10848 |
10252 |
9807 |
9751 |
9704 |
9717 |
10158 |
Low |
10198 |
9867 |
10117 |
10866 |
9395 |
9347 |
9092 |
8807 |
8796 |
9179 |
9124 |
Close/Last |
10198 |
10126 |
11090 |
11057 |
9769 |
9383 |
9537 |
8824 |
9369 |
9202 |
9937 |
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