MRCI Online
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| ScenarioSM Study for DJIA Index as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 32 | 26 | 27 | 30 | 31 | 28 | 22 | 31 | 26 | 17 | 27 | |
| Exceeded High | 29 | 24 | 26 | 28 | 29 | 24 | 20 | 25 | 22 | 16 | 23 | |
| Scenario Percentage | 91% | 92% | 96% | 93% | 94% | 86% | 91% | 81% | 85% | 94% | 85% | |
| Avg Max Increase | 5.97% | 5.58% | 5.36% | 6.05% | 4.62% | 5.00% | 5.38% | 4.37% | 4.27% | 6.07% | 4.36% | |
| Max Increase | 11.62% | 17.19% | 10.75% | 14.40% | 13.28% | 12.99% | 13.15% | 10.49% | 16.09% | 19.66% | 10.12% | |
| Avg Days To Max Increase | 19 | 16 | 16 | 18 | 13 | 21 | 16 | 16 | 14 | 20 | 19 | |
| Avg Max Decline | -1.80% | -1.13% | -1.31% | -1.54% | -1.70% | -1.78% | -1.42% | -1.66% | -2.08% | -1.56% | -0.97% | |
| Max Decline | -6.68% | -4.41% | -5.49% | -5.55% | -7.19% | -4.86% | -4.42% | -5.45% | -7.27% | -4.75% | -3.78% | |
| Avg Days to Max Decline | 10 | 7 | 9 | 9 | 7 | 13 | 10 | 10 | 11 | 6 | 5 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
