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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Sep 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   33 34 34 34 34 34 34 34 34 34 34
Closed Higher   19 23 25 20 24 16 17 19 17 21 24
Exceeded High   18 21 23 18 20 13 16 16 15 17 22
Scenario Percentage   95% 91% 92% 90% 83% 81% 94% 84% 88% 81% 92%
Avg Max Increase   6.15% 5.92% 7.07% 6.47% 5.38% 6.93% 5.07% 3.55% 5.91% 7.15% 3.36%
Max Increase   15.44% 17.48% 33.19% 16.79% 13.56% 20.82% 15.64% 11.05% 15.24% 16.53% 8.68%
Avg Days To Max Increase   19 19 19 15 20 18 17 16 19 22 18
Avg Max Decline   -0.60% -1.24% -1.89% -1.26% -1.55% -1.41% -2.11% -1.48% -2.72% -1.20% -0.98%
Max Decline   -3.00% -5.34% -7.92% -4.20% -6.08% -7.10% -7.87% -3.68% -10.95% -5.52% -4.58%
Avg Days to Max Decline   8 6 10 6 10 5 13 10 7 9 4
2017 Contract Condition   Yes Yes Yes Yes   Yes Yes   Yes Yes  
Action   Yes Yes Yes Yes   Yes Yes   Yes    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   33 34 34 34 34 34 34 34 34 34 34
Closed Lower   14 10 9 14 10 17 17 15 17 13 10
Penetrated Low   8 6 7 7 8 10 13 10 12 7 5
Scenario Percentage   57% 60% 78% 50% 80% 59% 76% 67% 71% 54% 50%
Avg Max Decline   7.63% 7.89% 4.41% 5.78% 8.68% 13.16% 10.45% 8.94% 11.71% 6.69% 2.35%
Max Decline   23.24% 12.75% 8.19% 14.21% 27.57% 21.86% 23.80% 20.76% 46.76% 32.20% 3.99%
Avg Days To Max Decline   13 13 13 18 18 17 18 17 19 11 11
Avg Max Increase   -1.70% -1.09% -0.99% -1.57% -1.44% -1.28% -1.41% -2.92% -1.34% -1.69% -1.54%
Max Increase   -7.08% -3.08% -2.71% -2.37% -3.34% -3.27% -6.71% -10.04% -3.49% -3.72% -7.28%
Avg Days to Max Increase   3 7 6 13 12 7 6 13 11 8 4
2017 Contract Condition           Yes     Yes      
Action           No     Not Yet      
High 5392.80 5428.00 5530.60 5533.20 5582.00 5536.60 5584.90 5679.30 5627.60 5784.90 5824.10  
Low 5136.60 5273.50 5319.00 5302.90 5340.30 5351.50 5453.60 5467.90 5355.60 5472.60 5775.50  
Close/Last 5262.00 5349.00 5444.60 5459.10 5513.70 5450.10 5539.80 5609.20 5510.50 5778.00 5824.10  

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