MRCI's ScenarioSM Study

ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2019
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		42	43	43	43	43	43	43	43	43	43	43
Closed Higher		25	25	27	27	27	24	22	26	16	26	29
Exceeded High		20	22	22	24	25	19	19	20	15	23	23
Scenario Percentage		80%	88%	81%	89%	93%	79%	86%	77%	94%	88%	79%
Avg Max Increase		336.19%	11.13%	11.13%	8.39%	8.78%	12.20%	5.29%	11.95%	13.15%	13.38%	7.09%
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	17	17	17	21	19	17	14	19	19	17
Avg Max Decline		-8.64%	-2.92%	-3.22%	-6.70%	-5.60%	-3.14%	-3.26%	-4.01%	-2.43%	-2.63%	-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	16	10	10	8	6	11	5
2018 Contract Condition		Yes			Yes	Yes	Yes	Yes	Yes	Yes		Yes
Action		No			Yes	Yes	Yes	Yes	Yes	Yes		Not Yet

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		42	43	43	43	43	43	43	43	43	43	43
Closed Lower		17	18	16	15	16	19	21	17	27	17	14
Penetrated Low		13	13	10	8	11	13	16	12	19	8	5
Scenario Percentage		76%	72%	63%	53%	69%	68%	76%	71%	70%	47%	36%
Avg Max Decline		8.33%	13.75%	13.15%	16.46%	6.66%	16.25%	18.78%	6.95%	22.69%	20.78%	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	17	14	16	13	15	17	17	15	13	11
Avg Max Increase		-4.35%	-2.12%	-2.61%	-12.69%	-1.46%	-8.03%	-13.33%	-3.19%	-19.49%	-3.50%	-21.42%
Max Increase		-30.60%	-6.24%	-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	9	6	6	11	7	12	8	3	4
2018 Contract Condition			Yes	Yes							Yes
Action			Yes	Yes							Yes
High	539.89	618.63	603.52	580.61	536.86	551.49	571.12	606.21	637.58	648.91	654.37	597.76
Low	495.79	531.96	464.72	476.62	463.33	483.19	527.57	530.25	581.04	612.26	504.19	505.76
Close/Last	527.79	596.06	546.51	502.01	505.37	533.55	539.14	586.40	631.54	638.91	553.48	569.83