MRCI Online
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| ScenarioSM Study for Value Line Index as of Jan 01, 2007 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 |
| Closed Higher | 15 | 15 | 17 | 13 | 17 | 13 | 12 | 13 | 11 | 15 | 17 |
| Exceeded High | 14 | 13 | 16 | 12 | 14 | 10 | 11 | 11 | 10 | 13 | 16 |
| Scenario Percentage | 93% | 87% | 94% | 92% | 82% | 77% | 92% | 85% | 91% | 87% | 94% |
| Avg Max Increase | 6.25% | 5.43% | 6.06% | 6.94% | 5.28% | 6.33% | 4.32% | 2.82% | 5.87% | 7.57% | 2.75% |
| Max Increase | 15.44% | 11.48% | 22.43% | 16.79% | 11.15% | 10.25% | 8.96% | 7.54% | 15.24% | 16.53% | 6.04% |
| Avg Days To Max Increase | 17 | 16 | 21 | 17 | 20 | 18 | 16 | 18 | 19 | 22 | 16 |
| Avg Max Decline | -0.71% | -0.57% | -2.02% | -1.18% | -0.75% | -0.74% | -1.73% | -1.43% | -2.68% | -1.16% | -0.79% |
| Max Decline | -3.00% | -4.88% | -7.92% | -3.64% | -2.59% | -5.53% | -4.02% | -3.68% | -10.95% | -5.52% | -3.13% |
| Avg Days to Max Decline | 8 | 4 | 12 | 6 | 7 | 4 | 12 | 12 | 5 | 8 | 4 |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
