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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 Oct 29, 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
2021 Contract Condition   Yes Yes Yes Yes Yes   Yes Yes   Yes  
Action   Yes Yes Yes Yes No   Yes Yes   Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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                  
2021 Contract Condition             Yes     Yes    
Action             Yes     Not Yet    
High 2334.50 2482.65 2581.00 2682.60 2778.85 2780.10 2755.45 2726.15 2775.45 2780.45 2820.55  
Low 2175.15 2252.60 2346.80 2406.20 2619.15 2627.25 2610.85 2550.60 2630.50 2602.25 2622.35  
Close/Last 2306.60 2340.10 2496.25 2609.25 2725.15 2727.45 2696.10 2703.65 2753.15 2640.55 2794.10  

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