MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for Dow Jones Utilities as of Oct 31, 2009
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 38 39 39 39 39 39 39 39 39 39 39
Closed Higher 20 13 20 20 23 21 22 21 20 24 22
Exceeded High 12 12 18 15 18 18 20 14 18 23 15
Scenario Percentage 60% 92% 90% 75% 78% 86% 91% 67% 90% 96% 68%
Avg Max Increase 3.91% 4.79% 5.43% 6.23% 5.80% 4.69% 5.08% 6.73% 6.22% 5.24% 4.08%
Max Increase 9.66% 11.03% 19.81% 14.27% 10.49% 9.82% 23.59% 13.93% 17.92% 12.13% 6.69%
Avg Days To Max Increase 12 13 13 18 20 16 17 20 14 18 21
Avg Max Decline -1.18% -2.31% -0.92% -1.27% -1.37% -1.13% -1.19% -1.58% -1.36% -1.48% -1.19%
Max Decline -3.07% -12.42% -2.42% -5.98% -3.95% -3.57% -3.66% -6.64% -7.26% -4.75% -3.44%
Avg Days to Max Decline 8 10 5 7 6 5 7 8 8 7 4
2009 Contract Condition     Yes Yes Yes Yes Yes Yes Yes    
Action     Yes Yes Yes Yes Yes Yes Yes    
Copyright © 1989- 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 38 39 39 39 39 39 39 39 39 39 39
Closed Lower 17 26 18 19 16 18 17 17 18 15 17
Penetrated Low 11 17 12 14 11 11 12 11 12 6 12
Scenario Percentage 65% 65% 67% 74% 69% 61% 71% 65% 67% 40% 71%
Avg Max Decline 6.91% 6.70% 6.31% 5.22% 9.36% 9.24% 6.67% 8.52% 11.11% 7.72% 13.79%
Max Decline 14.76% 12.86% 20.21% 12.50% 35.33% 31.91% 17.93% 38.37% 31.31% 15.66% 37.50%
Avg Days To Max Decline 18 19 20 16 22 18 21 18 20 14 9
Avg Max Increase -0.89% -1.56% -1.31% -1.53% -1.83% -2.15% -2.51% -1.56% -2.50% -1.01% -2.90%
Max Increase -3.68% -3.94% -3.69% -4.27% -5.75% -5.38% -6.43% -3.26% -7.31% -2.39% -7.56%
Avg Days to Max Increase 4 10 7 4 6 14 13 10 8 2 17
2009 Contract Condition Yes Yes               Yes Yes
Action Yes Yes               Yes  
High 388.86 387.44 340.82 342.61 357.91 360.58 379.23 383.11 385.91 388.62 366.81
Low 349.98 318.36 288.66 324.39 325.67 338.37 342.02 364.80 365.79 361.84 359.33
Close/Last 369.70 323.97 329.37 334.20 340.99 357.81 369.47 373.35 377.23 363.04 362.66