Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for S&P MidCap 400 Index as of Jul 07, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 44 44 44 44 44 44 44 44 44 45
Closed Higher   27 29 26 23 23 21 28 31 32 26 30
Exceeded High   23 25 23 20 17 18 24 29 30 23 25
Scenario Percentage   85% 86% 88% 87% 74% 86% 86% 94% 94% 88% 83%
Avg Max Increase   6.50% 5.01% 5.65% 4.78% 4.74% 6.33% 7.85% 6.30% 5.71% 5.97% 4.47%
Max Increase   18.21% 12.75% 15.77% 13.08% 15.38% 17.53% 22.86% 14.49% 17.05% 14.64% 12.73%
Avg Days To Max Increase   15 18 19 15 17 20 20 20 17 18 21
Avg Max Decline   -1.73% -1.78% -1.31% -2.18% -2.10% -7.89% -1.22% -1.39% -2.01% -0.57% -0.93%
Max Decline   -9.32% -6.33% -6.76% -9.27% -8.18% -99.96% -4.63% -7.75% -7.86% -3.57% -5.84%
Avg Days to Max Decline   7 12 8 9 9 8 8 11 7 7 5
2025 Contract Condition     Yes   Yes   Yes     Yes Yes  
Action     Yes   Yes   Yes     No No  
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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 44 44 44 44 44 44 44 44 44 45
Closed Lower   17 15 18 21 21 23 16 13 11 18 15
Penetrated Low   10 9 12 15 15 14 8 4 7 10 10
Scenario Percentage   59% 60% 67% 71% 71% 61% 50% 31% 64% 56% 67%
Avg Max Decline   6.24% 8.29% 9.32% 9.71% 7.86% 10.99% 20.06% 7.66% 8.91% 10.74% 9.54%
Max Decline   12.80% 27.18% 21.36% 22.21% 19.49% 44.12% 99.95% 15.04% 14.79% 41.12% 34.85%
Avg Days To Max Decline   19 17 16 16 17 16 14 15 17 14 19
Avg Max Increase   -2.05% -1.30% -1.55% -1.10% -3.34% -0.87% -2.07% -2.65% -1.08% -1.96% -2.10%
Max Increase   -4.67% -3.40% -7.27% -5.15% -13.39% -2.96% -4.76% -6.23% -4.23% -7.14% -5.12%
Avg Days to Max Increase   11 8 8 8 12 6 3 12 4 5 7
2025 Contract Condition   Yes   Yes   Yes   Yes Yes     Yes
Action   No   Yes   No   Yes No     Yes
High 3056.50 3047.00 3045.75 3003.20 3143.00 3120.65 3145.55 3204.70 3239.85 3266.65 3265.35 3264.95
Low 2880.60 2818.00 2852.25 2878.55 2887.10 2811.10 2894.65 3067.30 1.40 7.55 3075.25 3051.45
Close/Last 3046.35 2861.10 2982.85 2930.10 3098.15 3091.50 3121.95 3098.00 89.40 3120.95 3239.05 3095.15

Banner

Login

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!