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