MRCI Online
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| ScenarioSM Study for Dow Jones Utilities as of May 16, 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 | 29 | 28 | 25 | 28 | 26 | 24 | 32 | 23 | 32 | 23 | 18 | |
| Exceeded High | 23 | 21 | 22 | 26 | 20 | 21 | 27 | 19 | 21 | 16 | 14 | |
| Scenario Percentage | 79% | 75% | 88% | 93% | 77% | 88% | 84% | 83% | 66% | 70% | 78% | |
| Avg Max Increase | 5.53% | 5.48% | 4.72% | 4.52% | 5.76% | 5.82% | 5.61% | 5.56% | 6.47% | 5.07% | 3.61% | |
| Max Increase | 14.30% | 11.22% | 9.82% | 23.61% | 13.93% | 14.31% | 12.72% | 13.75% | 12.16% | 9.27% | 7.92% | |
| Avg Days To Max Increase | 18 | 19 | 17 | 15 | 19 | 14 | 17 | 19 | 18 | 15 | 18 | |
| Avg Max Decline | -2.07% | -1.48% | -1.48% | -1.18% | -1.80% | -1.25% | -1.70% | -1.89% | -1.61% | -1.19% | -1.21% | |
| Max Decline | -7.28% | -3.93% | -4.42% | -3.65% | -6.64% | -7.26% | -6.05% | -6.33% | -3.78% | -2.23% | -2.80% | |
| Avg Days to Max Decline | 11 | 7 | 8 | 6 | 12 | 7 | 8 | 9 | 5 | 7 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | No | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
