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 |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Tested Years |
41 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
19 |
20 |
20 |
21 |
22 |
23 |
24 |
26 |
22 |
29 |
18 |
Penetrated Low |
12 |
15 |
15 |
15 |
14 |
19 |
23 |
20 |
17 |
22 |
12 |
Scenario Percentage |
63% |
75% |
75% |
71% |
64% |
83% |
96% |
77% |
77% |
76% |
67% |
Avg Max Decline |
7.59% |
5.50% |
5.87% |
4.99% |
7.96% |
7.41% |
9.37% |
6.90% |
9.56% |
7.35% |
19.00% |
Max Decline |
25.13% |
17.95% |
18.58% |
13.02% |
14.69% |
17.02% |
27.55% |
26.00% |
37.69% |
21.05% |
58.81% |
Avg Days To Max Decline |
17 |
13 |
12 |
15 |
18 |
21 |
14 |
15 |
13 |
15 |
10 |
Avg Max Increase |
-1.76% |
-1.51% |
-1.83% |
-2.27% |
-3.09% |
-4.34% |
-2.97% |
-2.37% |
-2.00% |
-1.72% |
-3.61% |
Max Increase |
-6.81% |
-6.50% |
-3.94% |
-7.52% |
-9.28% |
-13.29% |
-12.72% |
-14.59% |
-8.34% |
-5.22% |
-9.72% |
Avg Days to Max Increase |
9 |
4 |
9 |
9 |
10 |
15 |
6 |
9 |
6 |
5 |
6 |
2010 Contract Condition |
Yes |
Yes |
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Yes |
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Yes |
Yes |
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Action |
Yes |
Yes |
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Yes |
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Yes |
No |
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High |
1060.25 |
1035.50 |
945.75 |
949.25 |
987.00 |
979.00 |
947.25 |
1007.00 |
1049.00 |
1144.00 |
1236.75 |
Low |
968.00 |
910.00 |
899.50 |
906.00 |
914.00 |
893.00 |
886.75 |
894.00 |
993.50 |
1000.75 |
1042.00 |
Close/Last |
1014.25 |
911.25 |
941.00 |
918.00 |
975.75 |
907.75 |
902.50 |
1005.00 |
1010.00 |
1106.75 |
1226.00 |
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