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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 Jun 30, 2022
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            
Action     Yes No   Not Yet            
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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 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 Lower     1 1     1     2   1
Penetrated Low     1       1         1
Scenario Percentage     100% 0%     100%     0%   100%
Avg Max Decline     34.85%       5.40%         2.33%
Max Decline     34.85%       5.40%         2.33%
Avg Days To Max Decline     23       19         20
Avg Max Increase     -5.12%       -1.09%         -4.36%
Max Increase     -5.12%       -1.09%         -4.36%
Avg Days to Max Increase     3       1         7
2022 Contract Condition   Yes     Yes   Yes          
Action   Yes     Yes   Not Yet          
High 2864.70 2877.35 2745.70 2780.90 2729.00 2612.60 2567.75          
Low 2645.60 2497.65 2484.45 2506.20 2497.35 2326.15 2187.40          
Close/Last 2842.00 2635.40 2661.50 2693.65 2500.25 2514.80 2268.90          

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