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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Jan 01, 2019
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   28 27 29 30 26 23 27 25 17 26 32
Exceeded High   26 26 26 27 23 20 22 21 15 24 22
Scenario Percentage   93% 96% 90% 90% 88% 87% 81% 84% 88% 92% 69%
Avg Max Increase   5.86% 5.52% 6.57% 4.59% 5.06% 4.80% 4.20% 4.41% 6.32% 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 21 15 17 15 19 20 20
Avg Max Decline   -1.46% -1.29% -1.77% -1.37% -1.78% -1.63% -1.82% -2.19% -1.38% -1.94% -1.28%
Max Decline   -7.01% -5.49% -5.55% -5.22% -4.86% -4.42% -5.45% -7.27% -4.75% -7.49% -4.81%
Avg Days to Max Decline   8 9 9 6 14 10 11 12 6 12 5
2018 Contract Condition   Yes     Yes Yes   Yes Yes Yes   Yes
Action   No     Yes Yes   Yes Yes Yes   Not Yet
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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   17 18 16 15 19 21 18 20 28 18 13
Penetrated Low   11 14 11 9 14 16 16 17 20 9 4
Scenario Percentage   65% 78% 69% 60% 74% 76% 89% 85% 71% 50% 31%
Avg Max Decline   6.59% 5.75% 3.37% 4.48% 6.17% 6.15% 8.02% 7.14% 8.30% 5.94% 4.35%
Max Decline   19.14% 14.52% 6.85% 10.25% 24.10% 18.50% 20.87% 18.97% 37.75% 20.12% 7.92%
Avg Days To Max Decline   9 9 14 15 15 15 20 13 15 13 8
Avg Max Increase   -1.29% -1.54% -1.96% -1.84% -2.02% -1.86% -2.46% -2.78% -2.29% -3.01% -0.69%
Max Increase   -3.92% -4.03% -6.39% -4.09% -7.98% -4.57% -8.56% -7.37% -5.90% -9.20% -1.64%
Avg Days to Max Increase   7 6 9 6 8 11 9 12 7 4 2
2018 Contract Condition     Yes Yes     Yes       Yes  
Action     Yes Yes     No       Yes  
High 24876 26617 26307 25449 24859 25086 25403 25587 26168 26769 26952 26278
Low 23922 24742 23360 23509 23345 23531 23997 24078 24966 25754 24122 24269
Close/Last 24719 26149 25029 24103 24163 24416 24271 25415 25965 26458 25116 25538

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