MRCI's ScenarioSM Study

ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2014
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		37	38	38	38	38	38	38	38	38	38	38
Closed Higher		23	22	25	22	22	20	18	23	14	23	25
Exceeded High		19	19	20	20	20	15	16	17	13	20	20
Scenario Percentage		83%	86%	80%	91%	91%	75%	89%	74%	93%	87%	80%
Avg Max Increase		353.00%	11.87%	11.04%	7.76%	7.97%	11.85%	5.11%	12.92%	13.98%	13.87%	7.13%
Max Increase		5621.63%	134.56%	107.78%	60.72%	37.88%	63.49%	16.81%	146.50%	66.56%	131.91%	71.53%
Avg Days To Max Increase		18	18	17	17	21	18	17	14	19	19	17
Avg Max Decline		-9.07%	-2.49%	-2.68%	-7.14%	-5.52%	-2.96%	-3.35%	-4.16%	-2.86%	-2.44%	-1.55%
Max Decline		-90.81%	-20.91%	-24.02%	-99.66%	-40.09%	-13.45%	-26.63%	-47.49%	-16.25%	-16.41%	-12.11%
Avg Days to Max Decline		6	7	9	9	14	9	11	8	7	10	5
2013 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	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		37	38	38	38	38	38	38	38	38	38	38
Closed Lower		14	16	13	15	16	18	20	15	24	15	13
Penetrated Low		11	12	8	8	11	12	15	11	17	6	4
Scenario Percentage		79%	75%	62%	53%	69%	67%	75%	73%	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
2013 Contract Condition		Yes					Yes		Yes
Action		No					No		No
High	655.28	25.45	33.91	49.72	63.73	102.25	88.92	106.69	110.34	116.66	136.16	154.50
Low	633.93	3.37	15.52	21.49	37.39	56.68	48.03	65.16	73.27	75.44	77.69	124.95
Close/Last	646.61	19.53	27.17	49.21	63.62	78.27	65.26	99.87	75.56	92.76	128.03	151.00