MRCI Online
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| 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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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
