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MRCI's Scenario Study

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MRCI's ScenarioSM Study
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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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   14 19 28 17 12 14 18 18 15 14 18
Penetrated Low   12 15 19 8 5 9 11 14 9 8 11
Scenario Percentage   86% 79% 68% 47% 42% 64% 61% 78% 60% 57% 61%
Avg Max Decline   7.67% 6.81% 8.34% 6.07% 5.27% 8.73% 9.79% 7.80% 3.04% 4.98% 4.48%
Max Decline   16.68% 18.97% 37.75% 20.12% 12.99% 19.85% 35.54% 28.32% 4.89% 10.25% 10.60%
Avg Days To Max Decline   17 13 16 13 14 17 10 12 11 15 13
Avg Max Increase   -2.44% -2.79% -2.80% -3.29% -2.69% -2.03% -1.52% -1.88% -1.56% -1.81% -0.75%
Max Increase   -8.56% -7.37% -6.02% -9.20% -7.16% -6.32% -4.65% -6.64% -6.39% -4.09% -3.08%
Avg Days to Max Increase   9 12 8 5 10 6 4 5 8 5 3
2023 Contract Condition     Yes Yes     Yes   Yes     Yes
Action     Yes Yes     No   Yes     Not Yet
High 33269 32910 34281 32504 32890 34590 34702 34342 34335 33572 34105 34258
Low 29654 30144 31510 28724 28663 31731 32573 32812 32636 31430 33236 32587
Close/Last 30775 32845 31510 28726 32733 34590 33147 34086 32657 33274 34098 32908

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