MRCI's ScenarioSM Study

ScenarioSM Study for DJIA Index as of Jan 01, 2018
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		27	27	29	29	25	23	27	24	17	27	31
Exceeded High		26	26	26	26	22	20	22	20	15	24	22
Scenario Percentage		96%	96%	90%	90%	88%	87%	81%	83%	88%	89%	71%
Avg Max Increase		5.86%	5.52%	6.57%	4.57%	5.07%	4.80%	4.15%	4.44%	6.55%	5.83%	3.13%
Max Increase		17.19%	12.99%	14.40%	11.78%	12.99%	13.15%	8.35%	16.09%	19.66%	13.83%	6.35%
Avg Days To Max Increase		16	16	18	14	20	15	17	15	21	20	20
Avg Max Decline		-1.46%	-1.29%	-1.77%	-1.32%	-1.79%	-1.63%	-2.13%	-2.26%	-1.48%	-1.94%	-1.28%
Max Decline		-7.01%	-5.49%	-5.55%	-5.22%	-4.86%	-4.42%	-8.64%	-7.27%	-4.75%	-7.49%	-4.81%
Avg Days to Max Decline		8	9	9	6	13	10	11	12	6	12	5
2017 Contract Condition		Yes	Yes		Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes
Action		Yes	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		18	18	16	16	20	21	18	21	28	17	14
Penetrated Low		12	14	11	10	15	17	16	17	20	8	5
Scenario Percentage		67%	78%	69%	63%	75%	81%	89%	81%	71%	47%	36%
Avg Max Decline		6.78%	5.62%	3.81%	4.65%	6.03%	6.09%	8.02%	7.14%	8.30%	4.99%	4.40%
Max Decline		19.14%	14.52%	7.99%	10.25%	24.10%	18.50%	20.87%	18.97%	37.75%	20.12%	7.92%
Avg Days To Max Decline		10	11	16	16	14	15	20	13	15	11	7
Avg Max Increase		-1.36%	-1.65%	-2.18%	-2.13%	-2.15%	-2.09%	-2.46%	-2.78%	-2.29%	-2.80%	-0.53%
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		7	6	10	6	8	12	9	12	7	4	2
2017 Contract Condition				Yes
Action				Yes
High	19988	20126	20851	21169	21071	21112	21535	21930	22179	22420	23485	24328
Low	19139	19678	19831	20413	20380	20553	20994	21279	21600	21710	22416	23243
Close/Last	19763	19864	20812	20663	20941	21009	21350	21891	21948	22405	23377	24272