MRCI's ScenarioSM Study

ScenarioSM Study for S & P 100(OEX) as of Dec 30, 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
2016 Contract Condition				Yes	Yes	Yes	Yes	Yes				Yes
Action				Yes	No	Yes	Yes	Yes				Yes

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	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 Lower		16	16	14	15	16	19	21	16	26	15	14
Penetrated Low		13	12	9	8	11	13	16	11	18	6	5
Scenario Percentage		81%	75%	64%	53%	69%	68%	76%	69%	69%	40%	36%
Avg Max Decline		8.33%	13.63%	13.76%	16.46%	6.66%	16.25%	18.78%	6.97%	23.31%	21.51%	23.66%
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		15	18	15	16	13	15	17	17	16	12	11
Avg Max Increase		-4.35%	-1.78%	-2.94%	-12.69%	-1.46%	-8.03%	-13.33%	-3.26%	-20.52%	-3.20%	-21.42%
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	10	6	6	11	7	12	8	2	4
2016 Contract Condition		Yes	Yes						Yes	Yes	Yes
Action		No	No						Yes	Yes	Yes
High	282.54	254.17	219.59	264.31	282.94	275.62	280.53	308.51	314.97	311.91	306.37	320.69
Low	234.84	154.60	156.25	205.85	248.32	242.72	227.84	263.32	297.52	283.92	284.08	268.33
Close/Last	256.07	212.98	204.08	257.57	259.66	272.29	272.77	306.39	304.72	303.32	288.51	313.48