MRCI Online
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| ScenarioSM Study for S&P MidCap 400 Index as of Sep 22, 2023 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 4 | 4 | 4 | 4 | |
| Closed Higher | 3 | 2 | 3 | 2 | 2 | 2 | 2 | 2 | 2 | 3 | ||
| Exceeded High | 3 | 2 | 3 | 2 | 2 | 2 | 2 | 1 | 2 | 1 | ||
| Scenario Percentage | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 50% | 100% | 33% | ||
| Avg Max Increase | 4.71% | 3.68% | 11.46% | 8.70% | 6.57% | 8.94% | 7.90% | 6.55% | 10.11% | 10.33% | ||
| Max Increase | 5.99% | 4.92% | 22.86% | 14.49% | 11.90% | 14.64% | 11.32% | 6.55% | 18.21% | 10.33% | ||
| Avg Days To Max Increase | 9 | 24 | 12 | 28 | 14 | 8 | 29 | 10 | 9 | 8 | ||
| Avg Max Decline | -1.47% | -6.83% | -1.10% | -3.72% | -1.38% | -0.08% | -4.72% | 0.38% | -5.12% | -0.11% | ||
| Max Decline | -2.71% | -8.18% | -4.38% | -7.75% | -2.34% | -0.44% | -5.84% | 0.38% | -9.32% | -0.11% | ||
| Avg Days to Max Decline | 9 | 22 | 2 | 10 | 3 | 1 | 6 | 1 | 10 | 1 | ||
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
