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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for S&P MidCap 400 Index as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years     1 1 1 1 1 1 1 1 1 1
Closed Higher         1 1 1 1 1   1 1
Exceeded High         1 1 1 1 1   1 1
Scenario Percentage         100% 100% 100% 100% 100%   100% 100%
Avg Max Increase         18.21% 10.33% 10.79% 5.99% 4.92%   22.86% 7.66%
Max Increase         18.21% 10.33% 10.79% 5.99% 4.92%   22.86% 7.66%
Avg Days To Max Increase         8 8 11 11 23   28 28
Avg Max Decline         -9.32% -0.11% -3.10% 0.07% -8.18%   0.83% 0.31%
Max Decline         -9.32% -0.11% -3.10% 0.07% -8.18%   0.83% 0.31%
Avg Days to Max Decline         14 1 9 3 24   2 2
2020 Contract Condition         Yes Yes Yes Yes Yes   Yes Yes
Action         Yes Yes Yes Yes Yes   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 Feb Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years     1 1 1 1 1 1 1 1 1 1
Closed Lower     1 1           1    
Penetrated Low     1                  
Scenario Percentage     100% 0%           0%    
Avg Max Decline     34.85%                  
Max Decline     34.85%                  
Avg Days To Max Decline     23                  
Avg Max Increase     -5.12%                  
Max Increase     -5.12%                  
Avg Days to Max Increase     3                  
2020 Contract Condition     Yes Yes           Yes    
Action     Yes No           No    
High   2106.30 2109.45 1906.85 1709.50 1815.95 1946.20 1892.25 1975.55 1970.35 2021.25 2223.50
Low   2002.35 1771.65 1181.90 1322.75 1492.90 1700.30 1727.95 1865.15 1769.05 1848.70 1916.00
Close/Last   2007.20 1814.00 1443.40 1646.35 1763.95 1783.20 1863.90 1926.55 1861.30 1900.20 2168.50

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