MRCI's ScenarioSM Study

ScenarioSM Study for DJIA Index as of Jun 08, 2020
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	30	31	26	24	28	25	18	26	33
Exceeded High		26	26	27	28	23	21	22	21	16	24	23
Scenario Percentage		93%	96%	90%	90%	88%	88%	79%	84%	89%	92%	70%
Avg Max Increase		5.83%	5.45%	6.43%	4.46%	5.06%	4.71%	4.20%	4.41%	6.22%	5.92%	3.10%
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		17	16	18	14	21	15	17	15	20	20	20
Avg Max Decline		-1.21%	-1.31%	-1.68%	-1.58%	-1.78%	-1.55%	-1.82%	-2.19%	-1.56%	-1.81%	-1.33%
Max Decline		-4.41%	-5.49%	-5.55%	-7.19%	-4.86%	-4.42%	-5.45%	-7.27%	-4.75%	-7.49%	-4.81%
Avg Days to Max Decline		8	9	9	7	14	10	11	12	6	11	5
2019 Contract Condition		Yes	Yes	Yes	Yes		Yes	Yes		Yes	Yes	Yes
Action		Yes	Yes	Yes	Yes		Yes	No		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		17	18	15	14	19	21	17	20	27	18	12
Penetrated Low		11	14	10	8	14	16	15	16	19	9	3
Scenario Percentage		65%	78%	67%	57%	74%	76%	88%	80%	70%	50%	25%
Avg Max Decline		6.59%	5.75%	3.02%	4.32%	5.75%	6.15%	7.17%	6.61%	8.43%	5.94%	3.16%
Max Decline		19.14%	14.52%	4.89%	10.25%	24.10%	18.50%	16.68%	18.97%	37.75%	20.12%	4.85%
Avg Days To Max Decline		9	9	13	14	14	15	19	14	15	13	8
Avg Max Increase		-1.29%	-1.54%	-1.81%	-1.58%	-1.49%	-1.86%	-2.22%	-2.89%	-2.36%	-3.01%	-1.08%
Max Increase		-3.92%	-4.03%	-6.39%	-4.09%	-4.51%	-4.57%	-8.56%	-7.37%	-5.90%	-9.20%	-1.64%
Avg Days to Max Increase		7	6	8	6	8	11	9	12	7	4	2
2019 Contract Condition						Yes			Yes
Action						Yes			No
High	25980	25110	26241	26156	26696	26689	26907	27399	27176	27307	27204	28175
Low	21713	22638	24883	25208	26063	24813	24681	26616	25340	25978	25743	27143
Close/Last	23327	25000	25916	25929	26593	24815	26600	26864	26403	26917	27046	28051