MRCI Online
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| ScenarioSM Study for Dow Jones Transportation as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 27 | 20 | 25 | 20 | 20 | 32 | 34 | 32 | 26 | 29 | |
| Exceeded High | 21 | 19 | 18 | 19 | 16 | 19 | 29 | 30 | 30 | 23 | 18 | |
| Scenario Percentage | 84% | 70% | 90% | 76% | 80% | 95% | 91% | 88% | 94% | 88% | 62% | |
| Avg Max Increase | 7.02% | 8.36% | 9.16% | 7.00% | 8.52% | 10.28% | 8.11% | 8.35% | 8.77% | 8.08% | 6.43% | |
| Max Increase | 20.52% | 18.59% | 24.03% | 20.58% | 22.99% | 28.74% | 21.22% | 25.56% | 25.49% | 18.41% | 10.83% | |
| Avg Days To Max Increase | 14 | 21 | 16 | 15 | 20 | 21 | 18 | 19 | 16 | 16 | 18 | |
| Avg Max Decline | -2.53% | -2.49% | -1.97% | -2.41% | -2.63% | -2.90% | -2.18% | -2.10% | -1.93% | -1.95% | -0.85% | |
| Max Decline | -10.41% | -6.65% | -9.97% | -9.31% | -8.42% | -8.89% | -9.74% | -6.04% | -4.70% | -7.66% | -4.57% | |
| Avg Days to Max Decline | 6 | 11 | 7 | 7 | 11 | 10 | 12 | 13 | 8 | 8 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
