MRCI Online
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| ScenarioSM Study for Dow Jones Utilities as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 31 | 23 | 18 | 27 | 29 | 28 | 24 | 28 | 26 | 24 | 31 | |
| Exceeded High | 21 | 17 | 17 | 27 | 23 | 21 | 21 | 27 | 20 | 21 | 19 | |
| Scenario Percentage | 68% | 74% | 94% | 100% | 79% | 75% | 88% | 96% | 77% | 88% | 61% | |
| Avg Max Increase | 6.47% | 4.97% | 5.48% | 5.03% | 5.53% | 5.48% | 4.67% | 4.44% | 5.76% | 5.82% | 3.70% | |
| Max Increase | 12.16% | 9.67% | 11.96% | 19.81% | 14.30% | 11.22% | 9.82% | 23.61% | 13.93% | 14.31% | 8.57% | |
| Avg Days To Max Increase | 18 | 18 | 18 | 15 | 18 | 19 | 17 | 15 | 19 | 14 | 15 | |
| Avg Max Decline | -1.61% | -1.30% | -2.30% | -1.25% | -2.07% | -1.48% | -1.50% | -1.15% | -1.80% | -1.25% | -1.08% | |
| Max Decline | -3.78% | -3.05% | -11.63% | -5.66% | -7.28% | -3.93% | -4.42% | -3.65% | -6.64% | -7.26% | -3.63% | |
| Avg Days to Max Decline | 5 | 8 | 11 | 8 | 11 | 7 | 7 | 6 | 12 | 7 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | No | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
