Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Mar 31, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 27 25 17 26 32 30 28 27 30 31
Exceeded High   20 22 21 15 24 28 27 26 26 27 26
Scenario Percentage   87% 81% 84% 88% 92% 88% 90% 93% 96% 90% 84%
Avg Max Increase   4.80% 4.20% 4.41% 6.32% 5.88% 5.76% 6.06% 5.83% 5.45% 6.41% 3.21%
Max Increase   13.15% 8.35% 16.09% 19.66% 13.83% 15.46% 11.62% 17.19% 12.99% 14.40% 6.00%
Avg Days To Max Increase   15 17 15 19 20 20 19 17 16 17 17
Avg Max Decline   -1.63% -1.82% -2.19% -1.38% -1.94% -2.24% -1.79% -1.21% -1.31% -1.67% -1.12%
Max Decline   -4.42% -5.45% -7.27% -4.75% -7.49% -9.87% -6.68% -4.41% -5.49% -5.55% -2.75%
Avg Days to Max Decline   10 11 12 6 12 12 8 8 9 8 4
2020 Contract Condition   Yes Yes   Yes Yes Yes Yes        
Action   Yes No   Yes Yes Yes Yes        
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 18 20 28 18 13 15 17 18 15 14
Penetrated Low   16 16 17 20 9 5 9 11 14 10 8
Scenario Percentage   76% 89% 85% 71% 50% 38% 60% 65% 78% 67% 57%
Avg Max Decline   6.15% 8.02% 7.14% 8.30% 5.94% 6.08% 8.73% 6.59% 5.75% 2.99% 3.10%
Max Decline   18.50% 20.87% 18.97% 37.75% 20.12% 12.99% 19.85% 19.14% 14.52% 4.89% 4.11%
Avg Days To Max Decline   15 20 13 15 13 11 17 9 9 12 17
Avg Max Increase   -1.86% -2.46% -2.78% -2.29% -3.01% -1.16% -2.03% -1.29% -1.54% -1.81% -1.58%
Max Increase   -4.57% -8.56% -7.37% -5.90% -9.20% -3.05% -6.32% -3.92% -4.03% -6.39% -4.09%
Avg Days to Max Increase   11 9 12 7 4 4 6 7 6 8 6
2020 Contract Condition       Yes         Yes Yes Yes  
Action       No         Yes Yes Not Yet  
High 26689 26907 27399 27176 27307 27204 28175 28702 29374 29569 27096  
Low 24813 24681 26616 25340 25978 25743 27143 27325 28170 24681 18214  
Close/Last 24815 26600 26864 26403 26917 27046 28051 28538 28256 25409 21917  

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php