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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Dec 31, 2017
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   34 34 34 34 34 34 34 34 34 34 35
Closed Higher   20 24 16 17 19 17 21 24 29 20 24
Exceeded High   18 20 13 16 16 15 17 23 28 19 20
Scenario Percentage   90% 83% 81% 94% 84% 88% 81% 96% 97% 95% 83%
Avg Max Increase   6.47% 5.38% 6.93% 5.07% 3.55% 5.91% 7.54% 6.08% 7.01% 6.01% 3.93%
Max Increase   16.79% 13.56% 20.82% 15.64% 11.05% 15.24% 16.74% 11.93% 19.67% 15.44% 9.37%
Avg Days To Max Increase   15 20 18 17 16 19 22 19 18 18 18
Avg Max Decline   -1.26% -1.55% -1.41% -2.11% -1.48% -2.72% -1.20% -1.53% -1.53% -0.59% -0.55%
Max Decline   -4.20% -6.08% -7.10% -7.87% -3.68% -10.95% -5.52% -4.58% -6.31% -3.00% -4.08%
Avg Days to Max Decline   6 10 5 13 10 7 9 13 6 8 3
2018 Contract Condition   Yes   Yes Yes   Yes Yes Yes      
Action   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   34 34 34 34 34 34 34 34 34 34 35
Closed Lower   14 10 17 17 15 17 13 10 5 14 10
Penetrated Low   7 8 10 13 10 12 7 6 4 8 6
Scenario Percentage   50% 80% 59% 76% 67% 71% 54% 60% 80% 57% 60%
Avg Max Decline   5.78% 8.68% 13.16% 10.45% 8.94% 11.71% 6.69% 4.54% 11.60% 7.63% 7.35%
Max Decline   14.21% 27.57% 21.86% 23.80% 20.76% 46.76% 32.20% 15.48% 14.86% 23.24% 12.75%
Avg Days To Max Decline   18 18 17 18 17 19 11 13 19 13 18
Avg Max Increase   -1.57% -1.44% -1.28% -1.41% -2.92% -1.34% -1.69% -1.86% -2.01% -1.70% -1.09%
Max Increase   -2.37% -3.34% -3.27% -6.71% -10.04% -3.49% -3.72% -7.28% -5.74% -7.08% -3.08%
Avg Days to Max Increase   13 12 7 6 13 11 8 5 6 3 7
2018 Contract Condition     Yes     Yes       Yes    
Action     No     No            
High 5533.20 5582.00 5536.60 5584.90 5679.30 5627.60 5784.90 5868.20 6058.80 6088.10    
Low 5302.90 5340.30 5351.50 5453.60 5467.90 5355.60 5472.60 5765.20 5719.60 5914.50    
Close/Last 5459.10 5513.70 5450.10 5539.80 5609.20 5510.50 5778.00 5830.30 6040.00 6015.90    

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.