MRCI Online
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| ScenarioSM Study for S&P MidCap 400 Index as of Oct 31, 2022 | ||||||||||||
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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 | 1 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | |
| Closed Higher | 1 | 1 | 1 | 2 | 2 | 1 | 2 | 2 | 2 | 1 | ||
| Exceeded High | 1 | 1 | 1 | 2 | 1 | 1 | 2 | 2 | 2 | 1 | ||
| Scenario Percentage | 100% | 100% | 100% | 100% | 50% | 100% | 100% | 100% | 100% | 100% | ||
| Avg Max Increase | 14.64% | 11.32% | 6.55% | 10.11% | 10.33% | 10.79% | 4.42% | 3.68% | 13.79% | 7.66% | ||
| Max Increase | 14.64% | 11.32% | 6.55% | 18.21% | 10.33% | 10.79% | 5.99% | 4.92% | 22.86% | 7.66% | ||
| Avg Days To Max Increase | 15 | 29 | 10 | 9 | 8 | 11 | 6 | 24 | 18 | 28 | ||
| Avg Max Decline | 0.29% | -3.61% | 0.38% | -5.12% | -0.11% | -3.10% | -1.32% | -6.83% | 0.53% | 0.31% | ||
| Max Decline | 0.29% | -3.61% | 0.38% | -9.32% | -0.11% | -3.10% | -2.71% | -8.18% | 0.24% | 0.31% | ||
| Avg Days to Max Decline | 1 | 5 | 1 | 10 | 1 | 9 | 11 | 22 | 1 | 2 | ||
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | No | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
