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MRCI's ScenarioSM Study
ScenarioSM Study for Dow Jones Transportation as of Oct 31, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 32 34 34 34 34 34 34 34 34 34 34
Closed Higher 21 20 23 19 17 15 16 16 11 23 24
Exceeded High 19 17 19 15 11 12 13 12 11 21 18
Scenario Percentage 90% 85% 83% 79% 65% 80% 81% 75% 100% 91% 75%
Avg Max Increase 8.55% 7.94% 9.00% 6.13% 9.40% 9.24% 8.68% 9.87% 9.16% 8.08% 4.95%
Max Increase 18.44% 19.65% 17.50% 13.13% 18.46% 21.28% 20.57% 23.10% 28.84% 21.24% 13.43%
Avg Days To Max Increase 16 18 19 18 23 15 16 18 18 15 16
Avg Max Decline -2.08% -1.90% -1.78% -2.69% -1.55% -2.04% -2.60% -2.00% -2.46% -2.25% -0.90%
Max Decline -6.91% -5.46% -4.23% -7.63% -5.37% -9.86% -8.96% -5.74% -8.35% -9.73% -2.36%
Avg Days to Max Decline 6 10 8 7 9 8 7 6 8 14 5
2004 Contract Condition   Yes     Yes Yes     Yes Yes Yes
Action   Yes     Yes Yes     Yes Yes  
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
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 32 34 34 34 34 34 34 34 34 34 34
Closed Lower 11 14 11 15 17 19 18 18 23 11 10
Penetrated Low 8 9 7 11 14 14 15 12 13 5 9
Scenario Percentage 73% 64% 64% 73% 82% 74% 83% 67% 57% 45% 90%
Avg Max Decline 9.10% 6.98% 10.26% 9.70% 7.13% 8.87% 10.41% 14.53% 11.72% 7.00% 21.68%
Max Decline 13.31% 13.14% 24.84% 24.23% 19.86% 24.90% 25.67% 36.58% 35.78% 13.77% 100.00%
Avg Days To Max Decline 15 15 24 22 21 17 19 18 18 13 8
Avg Max Increase -1.84% -2.62% -1.69% -2.41% -4.22% -2.73% -1.90% -2.24% -2.86% -2.89% 7.59%
Max Increase -6.14% -4.27% -5.28% -4.37% -11.81% -8.26% -5.77% -5.57% -6.66% -6.23% -14.72%
Avg Days to Max Increase 4 8 9 8 10 7 6 7 8 17 7
2004 Contract Condition Yes   Yes Yes     Yes Yes      
Action Yes   No Yes     Yes No      
High 3090.10 2960.50 2923.90 3020.80 2974.90 3205.50 3212.40 3147.20 3271.60 3499.10 3521.80
Low 2880.90 2816.00 2743.50 2882.60 2785.50 2940.80 3014.40 2959.60 3085.10 3245.20 3485.70
Close/Last 2885.90 2902.20 2895.40 2886.40 2948.00 3204.30 3111.70 3105.50 3243.50 3497.40 3504.10