MRCI Online
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| ScenarioSM Study for March E-mini DJIA Index(CBOT) as of May 08, 2024 | ||||||||||||
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| 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 | 23 | 23 | 23 | 24 | 24 | 25 | 26 | 27 | 27 | 27 | 27 | |
| Closed Higher | 19 | 13 | 11 | 16 | 14 | 11 | 17 | 21 | 20 | 13 | 16 | |
| Exceeded High | 16 | 10 | 10 | 13 | 11 | 10 | 17 | 19 | 18 | 11 | 11 | |
| Scenario Percentage | 84% | 77% | 91% | 81% | 79% | 91% | 100% | 90% | 90% | 85% | 69% | |
| Avg Max Increase | 3.74% | 4.31% | 4.20% | 4.47% | 4.04% | 6.87% | 6.02% | 4.85% | 4.59% | 3.95% | 2.81% | |
| Max Increase | 13.94% | 8.90% | 11.19% | 10.07% | 7.06% | 19.70% | 12.55% | 9.91% | 8.49% | 6.92% | 6.18% | |
| Avg Days To Max Increase | 11 | 23 | 16 | 16 | 15 | 19 | 21 | 19 | 18 | 16 | 9 | |
| Avg Max Decline | -1.11% | -2.12% | -1.45% | -1.23% | -1.81% | -1.91% | -1.58% | -1.51% | -1.53% | -0.79% | -0.76% | |
| Max Decline | -7.15% | -4.56% | -3.55% | -4.88% | -7.04% | -4.85% | -6.33% | -4.91% | -7.11% | -2.72% | -2.12% | |
| Avg Days to Max Decline | 8 | 18 | 13 | 9 | 11 | 4 | 12 | 10 | 10 | 8 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
