MRCI's ScenarioSM Study

ScenarioSM Study for DJIA Index as of Jan 01, 2014
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		45	45	45	45	45	45	45	45	45	45	45
Closed Higher		29	26	31	28	22	20	25	26	16	26	29
Exceeded High		27	25	27	25	19	17	21	21	14	23	21
Scenario Percentage		93%	96%	87%	89%	86%	85%	84%	81%	88%	88%	72%
Avg Max Increase		5.85%	5.92%	6.69%	4.63%	5.25%	5.06%	4.46%	4.30%	6.41%	6.02%	3.31%
Max Increase		17.19%	12.99%	14.40%	11.78%	12.99%	13.15%	8.35%	16.09%	19.66%	13.83%	6.80%
Avg Days To Max Increase		16	18	19	14	20	15	17	14	21	19	19
Avg Max Decline		-1.46%	-1.40%	-1.79%	-1.40%	-1.84%	-1.65%	-2.32%	-2.17%	-1.58%	-1.99%	-1.12%
Max Decline		-7.01%	-5.49%	-5.55%	-5.22%	-4.86%	-4.42%	-8.64%	-6.47%	-4.75%	-7.49%	-4.81%
Avg Days to Max Decline		8	10	11	5	14	9	11	12	6	10	5
2013 Contract Condition		Yes	Yes	Yes	Yes	Yes		Yes		Yes	Yes	Yes
Action		Yes	Yes	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		45	45	45	45	45	45	45	45	45	45	45
Closed Lower		16	19	14	17	23	24	20	19	29	18	16
Penetrated Low		10	14	10	11	17	20	16	16	21	8	6
Scenario Percentage		63%	74%	71%	65%	74%	83%	80%	84%	72%	44%	38%
Avg Max Decline		7.83%	5.62%	4.05%	5.57%	6.61%	5.64%	8.10%	7.43%	8.27%	5.52%	4.65%
Max Decline		19.14%	14.52%	7.99%	14.81%	24.10%	18.50%	20.87%	18.97%	37.75%	20.12%	7.92%
Avg Days To Max Decline		12	11	16	17	16	15	20	13	15	13	9
Avg Max Increase		-1.50%	-1.65%	-2.29%	-2.00%	-2.04%	-2.09%	-2.55%	-2.90%	-2.37%	-3.02%	-0.52%
Max Increase		-3.92%	-4.03%	-6.39%	-4.78%	-7.98%	-5.83%	-8.56%	-7.37%	-5.90%	-9.20%	-1.64%
Avg Days to Max Increase		8	6	10	6	8	10	9	12	6	4	2
2013 Contract Condition							Yes		Yes
Action							No		Yes
High	13366	13970	14149	14585	14888	15542	15340	15634	15658	15710	15721	16175
Low	12884	13104	13784	13938	14434	14687	14551	14859	14760	14777	14719	15522
Close/Last	13104	13861	14054	14579	14840	15116	14910	15500	14810	15130	15546	16086