MRCI Online
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| ScenarioSM Study for S & P 100(OEX) as of Oct 29, 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 | 24 | 28 | 31 | 27 | 26 | 24 | 27 | 18 | 26 | 31 | |
| Exceeded High | 22 | 22 | 25 | 28 | 25 | 21 | 20 | 22 | 17 | 22 | 25 | |
| Scenario Percentage | 81% | 92% | 89% | 90% | 93% | 81% | 83% | 81% | 94% | 85% | 81% | |
| Avg Max Increase | 5.29% | 4.85% | 5.87% | 4.92% | 4.74% | 6.17% | 4.53% | 4.30% | 6.33% | 6.71% | 3.48% | |
| Max Increase | 13.80% | 10.84% | 14.38% | 12.09% | 13.06% | 15.37% | 11.56% | 15.80% | 19.90% | 14.70% | 8.07% | |
| Avg Days To Max Increase | 17 | 17 | 18 | 18 | 22 | 19 | 16 | 13 | 18 | 20 | 19 | |
| Avg Max Decline | -1.16% | -1.37% | -1.42% | -1.77% | -1.95% | -1.19% | -1.64% | -1.35% | -1.58% | -1.09% | -1.16% | |
| Max Decline | -5.46% | -6.16% | -5.14% | -4.51% | -5.40% | -4.86% | -5.76% | -3.13% | -7.75% | -5.57% | -5.32% | |
| Avg Days to Max Decline | 6 | 8 | 8 | 9 | 16 | 9 | 10 | 8 | 6 | 11 | 5 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
