MRCI's ScenarioSM Study

ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2010
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years	33	34	34	34	34	34	34	34	34	34	34
Closed Higher	21	18	22	19	21	19	15	22	12	19	24
Exceeded High	17	15	17	18	19	14	13	17	11	17	19
Scenario Percentage	81%	83%	77%	95%	90%	74%	87%	77%	92%	89%	79%
Avg Max Increase	393.78%	5.01%	6.37%	5.22%	6.47%	12.37%	4.46%	12.92%	9.79%	14.03%	6.92%
Max Increase	5621.63%	10.82%	14.38%	12.10%	37.88%	63.49%	8.42%	146.50%	33.86%	131.91%	71.53%
Avg Days To Max Increase	18	18	17	17	21	18	15	14	20	19	17
Avg Max Decline	-10.15%	-1.21%	-1.73%	-7.30%	-3.78%	-3.00%	-1.50%	-4.16%	-1.84%	-2.34%	-1.00%
Max Decline	-90.81%	-4.03%	-5.15%	-99.66%	-40.09%	-13.45%	-4.32%	-47.49%	-7.74%	-16.41%	-5.32%
Avg Days to Max Decline	7	8	9	10	13	9	9	8	7	9	4
2009 Contract Condition			Yes	Yes	Yes	Yes	Yes	Yes	Yes		Yes
Action			Yes	Yes	Yes	Yes	Yes	Yes	Yes		Yes

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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	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years	33	34	34	34	34	34	34	34	34	34	34
Closed Lower	12	16	12	14	13	15	19	12	22	15	10
Penetrated Low	10	12	8	7	8	10	14	10	15	6	8
Scenario Percentage	83%	75%	67%	50%	62%	67%	74%	83%	68%	40%	80%
Avg Max Decline	8.91%	13.63%	15.03%	17.54%	7.18%	15.55%	20.05%	6.58%	19.22%	21.51%	34.01%
Max Decline	38.13%	99.39%	99.63%	96.90%	27.26%	86.90%	89.01%	16.87%	91.59%	98.63%	99.85%
Avg Days To Max Decline	18	18	17	18	15	17	18	19	17	12	15
Avg Max Increase	-4.71%	-1.78%	-3.30%	-14.33%	-1.56%	-8.57%	-14.97%	-3.50%	-14.07%	-3.20%	-22.81%
Max Increase	-30.60%	-5.91%	-10.31%	-90.59%	-3.67%	-73.48%	-119.37%	-9.65%	-168.31%	-9.63%	-100.36%
Avg Days to Max Increase	8	8	11	7	6	11	8	13	8	2	-70
2009 Contract Condition	Yes	Yes								Yes
Action	Yes	Yes								No
High	447.86	412.16	393.09	412.98	431.62	444.47	464.97	482.75	499.01	509.00	517.88
Low	380.92	348.20	317.37	370.92	403.09	416.75	408.76	455.02	461.95	472.75	479.01
Close/Last	391.28	348.21	377.35	406.00	427.56	429.66	460.26	474.73	488.35	482.31	510.74