MRCI Online
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| ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 23 | 24 | 26 | 24 | 24 | 21 | 19 | 24 | 14 | 25 | 26 | |
| Exceeded High | 19 | 21 | 21 | 22 | 22 | 16 | 16 | 18 | 13 | 22 | 21 | |
| Scenario Percentage | 83% | 88% | 81% | 92% | 92% | 76% | 84% | 75% | 93% | 88% | 81% | |
| Avg Max Increase | 353.00% | 11.45% | 11.19% | 8.26% | 8.38% | 11.85% | 5.11% | 12.48% | 13.98% | 13.44% | 6.93% | |
| 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 | 19 | 17 | 14 | 19 | 19 | 18 | |
| Avg Max Decline | -9.07% | -3.15% | -3.20% | -6.93% | -5.55% | -3.33% | -3.35% | -4.14% | -2.86% | -2.67% | -2.29% | |
| Max Decline | -90.81% | -20.91% | -24.02% | -99.66% | -40.09% | -13.45% | -26.63% | -47.49% | -16.25% | -16.41% | -17.11% | |
| Avg Days to Max Decline | 6 | 8 | 9 | 9 | 14 | 11 | 11 | 9 | 7 | 11 | 5 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
