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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for DJIA Index as of Jun 30, 2022
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   26 27 29 32 27 23 30 26 17 26 33
Exceeded High   24 26 27 29 24 20 24 22 16 24 24
Scenario Percentage   92% 96% 93% 91% 89% 87% 80% 85% 94% 92% 73%
Avg Max Increase   5.58% 5.36% 6.18% 4.62% 5.00% 5.38% 4.37% 4.27% 6.22% 5.87% 3.10%
Max Increase   17.19% 10.75% 14.40% 13.28% 12.99% 13.15% 10.49% 16.09% 19.66% 13.83% 6.35%
Avg Days To Max Increase   16 16 18 13 21 16 16 14 20 22 20
Avg Max Decline   -1.13% -1.31% -1.54% -1.70% -1.78% -1.42% -1.67% -2.08% -1.56% -1.94% -1.28%
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   7 9 9 7 13 10 10 11 6 13 5
2022 Contract Condition       Yes   Yes            
Action       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   19 18 16 13 18 22 15 19 28 18 12
Penetrated Low   12 15 10 7 13 16 13 15 19 8 4
Scenario Percentage   63% 83% 63% 54% 72% 73% 87% 79% 68% 44% 33%
Avg Max Decline   9.01% 7.26% 3.02% 4.29% 6.01% 6.15% 7.60% 6.73% 8.66% 6.07% 2.72%
Max Decline   35.54% 28.32% 4.89% 10.25% 24.10% 18.50% 16.68% 18.97% 37.75% 20.12% 4.85%
Avg Days To Max Decline   10 10 13 15 15 15 18 14 17 13 6
Avg Max Increase   -1.57% -1.88% -1.81% -1.53% -1.54% -1.86% -2.34% -2.72% -2.55% -3.29% -1.19%
Max Increase   -4.65% -6.64% -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 5 8 11 8 12 8 5 2
2022 Contract Condition   Yes Yes   Yes   Yes          
Action   Yes No   Yes   Not Yet          
High 36679 36953 35824 35370 35492 34118 33269          
Low 34007 33150 32283 32579 32917 30636 29654          
Close/Last 36338 35132 33893 34678 32977 32990 30775          

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