MRCI Online
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| ScenarioSM Study for DJIA Index as of Sep 26, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 31 | 26 | 17 | 27 | 33 | 31 | 27 | 27 | 30 | 31 | 27 | |
| Exceeded High | 25 | 22 | 16 | 25 | 30 | 29 | 24 | 26 | 28 | 29 | 21 | |
| Scenario Percentage | 81% | 85% | 94% | 93% | 91% | 94% | 89% | 96% | 93% | 94% | 78% | |
| Avg Max Increase | 4.37% | 4.27% | 6.22% | 5.92% | 5.24% | 5.97% | 5.58% | 5.36% | 5.64% | 4.50% | 3.05% | |
| Max Increase | 10.49% | 16.09% | 19.66% | 13.83% | 15.46% | 11.62% | 17.19% | 10.75% | 13.74% | 13.28% | 8.66% | |
| Avg Days To Max Increase | 16 | 14 | 20 | 21 | 19 | 19 | 16 | 16 | 18 | 14 | 15 | |
| Avg Max Decline | -1.66% | -2.08% | -1.56% | -1.99% | -2.11% | -1.80% | -1.13% | -1.31% | -1.50% | -1.76% | -0.65% | |
| Max Decline | -5.45% | -7.27% | -4.75% | -7.49% | -9.87% | -6.68% | -4.41% | -5.49% | -5.55% | -7.19% | -2.88% | |
| Avg Days to Max Decline | 10 | 11 | 6 | 12 | 11 | 10 | 7 | 9 | 10 | 7 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
