MRCI Online
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| ScenarioSM Study for June E-mini DJIA Index(CBOT) as of May 10, 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 21 | 22 | 22 | 22 | 24 | 24 | 25 | 25 | 25 | 25 | 26 | |
| Closed Higher | 15 | 14 | 11 | 14 | 17 | 18 | 12 | 14 | 16 | 20 | 14 | |
| Exceeded High | 12 | 11 | 11 | 14 | 15 | 16 | 10 | 13 | 16 | 17 | 9 | |
| Scenario Percentage | 80% | 79% | 100% | 100% | 88% | 89% | 83% | 93% | 100% | 85% | 64% | |
| Avg Max Increase | 4.63% | 3.80% | 6.20% | 5.29% | 4.60% | 4.66% | 4.54% | 4.90% | 5.98% | 4.46% | 3.30% | |
| Max Increase | 10.26% | 7.01% | 19.74% | 9.57% | 10.13% | 8.53% | 7.60% | 10.86% | 13.47% | 14.01% | 8.85% | |
| Avg Days To Max Increase | 16 | 14 | 18 | 23 | 20 | 19 | 20 | 16 | 15 | 11 | 10 | |
| Avg Max Decline | -1.09% | -1.38% | -1.40% | -1.23% | -1.50% | -1.44% | -0.98% | -1.38% | -1.22% | -1.31% | -0.34% | |
| Max Decline | -4.46% | -5.91% | -4.18% | -6.03% | -4.88% | -7.19% | -2.75% | -5.75% | -3.76% | -6.30% | -1.14% | |
| Avg Days to Max Decline | 9 | 11 | 4 | 10 | 12 | 10 | 12 | 5 | 7 | 6 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | 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.
