MRCI Online
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| ScenarioSM Study for S & P Midcap 400 Index as of Jan 01, 2010 | ||||||||||||
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| 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 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 17 | 18 | 22 | 19 | 20 | 18 | 11 | 17 | 15 | 18 | 19 | |
| Exceeded High | 16 | 17 | 18 | 17 | 18 | 15 | 11 | 12 | 13 | 15 | 18 | |
| Scenario Percentage | 94% | 94% | 82% | 89% | 90% | 83% | 100% | 71% | 87% | 83% | 95% | |
| Avg Max Increase | 5.59% | 6.06% | 7.01% | 6.87% | 4.96% | 6.22% | 5.79% | 5.45% | 6.60% | 7.66% | 3.67% | |
| Max Increase | 13.42% | 12.73% | 20.63% | 13.40% | 12.75% | 15.77% | 13.08% | 15.38% | 17.53% | 14.14% | 8.53% | |
| Avg Days To Max Increase | 19 | 20 | 22 | 17 | 18 | 18 | 14 | 18 | 19 | 20 | 18 | |
| Avg Max Decline | -0.66% | -0.99% | -1.55% | -1.25% | -1.50% | -1.14% | -1.54% | -1.72% | -2.63% | -1.15% | -0.47% | |
| Max Decline | -3.57% | -9.28% | -5.21% | -4.59% | -6.33% | -6.76% | -4.61% | -3.68% | -12.49% | -4.63% | -2.57% | |
| Avg Days to Max Decline | 6 | 9 | 10 | 5 | 11 | 7 | 9 | 9 | 7 | 7 | 5 | |
| 2019 Contract Condition | ||||||||||||
| Action | ||||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
