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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for S & P 100(OEX) as of May 10, 2021
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   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 26 29 28 28 26 23 28 16 27 31
Exceeded High   22 23 24 24 25 20 20 22 15 23 25
Scenario Percentage   81% 88% 83% 86% 89% 77% 87% 79% 94% 85% 81%
Avg Max Increase   323.28% 11.30% 11.57% 8.39% 8.78% 21.00% 9.51% 11.53% 13.15% 13.38% 9.70%
Max Increase   5621.63% 134.56% 107.78% 60.72% 37.88% 188.28% 89.58% 146.50% 66.56% 131.91% 71.53%
Avg Days To Max Increase   17 18 18 17 21 19 16 13 19 19 18
Avg Max Decline   -12.12% -2.96% -3.36% -6.70% -5.60% -2.89% -2.85% -8.20% -2.43% -2.63% -3.50%
Max Decline   -91.43% -20.91% -24.02% -99.66% -40.09% -13.45% -26.63% -99.95% -16.25% -16.41% -36.45%
Avg Days to Max Decline   7 8 8 9 16 9 10 9 6 11 5
2020 Contract Condition   Yes   Yes   Yes Yes Yes Yes     Yes
Action   Yes   Yes   No 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   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   17 19 16 16 17 19 22 17 29 18 14
Penetrated Low   13 14 10 8 12 13 17 12 19 8 5
Scenario Percentage   76% 74% 63% 50% 71% 68% 77% 71% 66% 44% 36%
Avg Max Decline   8.33% 18.82% 13.15% 16.46% 14.43% 16.25% 23.25% 6.95% 22.69% 20.78% 23.66%
Max Decline   38.13% 99.39% 99.63% 96.90% 99.87% 86.90% 94.82% 16.87% 96.80% 98.63% 96.88%
Avg Days To Max Decline   15 18 14 16 12 15 18 17 15 13 11
Avg Max Increase   -4.35% -335.90% -2.61% -12.69% -2.70% -8.03% -603.33% -3.19% -19.49% -3.50% -21.42%
Max Increase   -30.60% -4674.98% -10.31% -90.59% -16.43% -73.48% -10043.33% -9.65% -168.31% -9.63% -100.36%
Avg Days to Max Increase   7 11 9 6 7 11 7 12 8 3 4
2020 Contract Condition     Yes   Yes         Yes Yes  
Action     Yes   No         No No  
High 141.00 182.39 211.54 645.36 654.65 653.12 163.23 203.72 335.88 368.19 336.27 359.90
Low 55.87 125.51 20.11 11.65 2.09 2.15 50.69 118.84 203.70 177.27 180.00 196.07
Close/Last 131.45 135.99 13.71 532.12 27.30 78.91 116.51 194.21 328.22 249.86 196.93 348.05

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.