MRCI Online
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| ScenarioSM Study for Dow Jones Utilities as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 |
| Closed Higher | 20 | 13 | 20 | 19 | 22 | 21 | 22 | 21 | 20 | 24 | 21 |
| Exceeded High | 12 | 12 | 18 | 14 | 18 | 18 | 20 | 14 | 18 | 23 | 15 |
| Scenario Percentage | 60% | 92% | 90% | 74% | 82% | 86% | 91% | 67% | 90% | 96% | 71% |
| Avg Max Increase | 3.91% | 4.76% | 5.43% | 6.40% | 5.80% | 4.68% | 5.07% | 6.73% | 6.22% | 5.23% | 4.08% |
| Max Increase | 9.67% | 11.03% | 19.81% | 14.30% | 10.53% | 9.82% | 23.61% | 13.93% | 17.91% | 12.12% | 6.69% |
| Avg Days To Max Increase | 12 | 13 | 13 | 18 | 20 | 16 | 17 | 20 | 14 | 18 | 21 |
| Avg Max Decline | -1.18% | -2.25% | -0.93% | -1.25% | -1.36% | -1.13% | -1.19% | -1.58% | -1.36% | -1.49% | -1.19% |
| Max Decline | -3.05% | -11.63% | -2.45% | -5.98% | -3.93% | -3.61% | -3.65% | -6.64% | -7.26% | -4.75% | -3.44% |
| Avg Days to Max Decline | 8 | 10 | 5 | 7 | 6 | 5 | 7 | 8 | 8 | 7 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
