MRCI's ScenarioSM Study

ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2013
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		36	37	37	37	37	37	37	37	37	37	37
Closed Higher		23	21	24	21	21	20	17	23	13	22	24
Exceeded High		19	18	19	19	19	15	15	17	12	19	19
Scenario Percentage		83%	86%	79%	90%	90%	75%	88%	74%	92%	86%	79%
Avg Max Increase		353.00%	5.05%	5.94%	4.97%	6.47%	11.85%	4.33%	12.92%	9.59%	12.97%	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	16	16	21	18	16	14	19	19	17
Avg Max Decline		-9.07%	-1.46%	-1.56%	-6.94%	-3.78%	-2.96%	-1.80%	-4.16%	-1.74%	-2.44%	-1.00%
Max Decline		-90.81%	-6.16%	-5.15%	-99.66%	-40.09%	-13.45%	-5.76%	-47.49%	-7.74%	-16.41%	-5.32%
Avg Days to Max Decline		6	8	9	10	13	9	10	8	7	10	4
2012 Contract Condition		Yes	Yes	Yes			Yes	Yes	Yes		Yes
Action		Yes	Yes	Yes			Yes	Yes	No		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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		36	37	37	37	37	37	37	37	37	37	37
Closed Lower		13	16	13	15	16	17	20	14	24	15	13
Penetrated Low		11	12	8	8	11	12	15	11	17	6	4
Scenario Percentage		85%	75%	62%	53%	69%	71%	75%	79%	71%	40%	31%
Avg Max Decline		8.35%	13.63%	15.03%	16.46%	6.66%	14.36%	19.64%	6.97%	22.93%	21.51%	26.23%
Max Decline		38.13%	99.39%	99.63%	96.90%	27.26%	86.90%	89.01%	16.87%	96.80%	98.63%	96.88%
Avg Days To Max Decline		17	18	17	16	13	15	18	17	16	12	11
Avg Max Increase		-4.53%	-1.78%	-3.30%	-12.69%	-1.46%	-7.39%	-14.05%	-3.26%	-21.67%	-3.20%	-25.72%
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		7	8	11	6	6	10	7	12	8	2	5
2012 Contract Condition					Yes	Yes				Yes		Yes
Action					Yes	Yes				Yes		Not Yet
High	575.81	602.80	625.10	645.52	646.76	643.29	623.83	640.00	652.23	647.98	651.31	653.67
Low	546.10	570.79	593.83	608.89	618.09	590.05	579.26	609.03	624.73	0.73	0.27	611.25
Close/Last	570.79	593.83	619.45	640.68	635.45	597.29	623.82	635.74	646.41	8.44	646.52	646.39