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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 Jun 30, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 25 28 32 28 26 25 28 17 27 31
Exceeded High   22 23 25 29 26 21 21 23 17 23 25
Scenario Percentage   81% 92% 89% 91% 93% 81% 84% 82% 100% 85% 81%
Avg Max Increase   5.29% 5.11% 6.10% 4.87% 4.83% 6.39% 4.50% 4.21% 6.33% 6.61% 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 18 18 18 22 20 15 14 18 20 19
Avg Max Decline   -1.16% -1.41% -1.38% -1.83% -1.91% -1.18% -1.59% -1.54% -1.58% -1.14% -1.16%
Max Decline   -5.46% -6.16% -5.14% -4.51% -5.40% -4.86% -5.76% -5.63% -7.75% -5.57% -5.32%
Avg Days to Max Decline   6 7 8 9 16 9 10 9 6 12 5
2022 Contract Condition       Yes                
Action       No                
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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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   18 20 17 12 16 19 19 17 28 18 14
Penetrated Low   14 15 9 6 11 13 15 11 19 8 6
Scenario Percentage   78% 75% 53% 50% 69% 68% 79% 65% 68% 44% 43%
Avg Max Decline   5.07% 7.45% 2.77% 5.26% 6.63% 7.98% 7.98% 6.88% 8.17% 7.49% 3.30%
Max Decline   18.90% 23.32% 4.46% 11.49% 27.26% 21.45% 22.85% 16.87% 33.52% 22.17% 5.83%
Avg Days To Max Decline   15 17 12 16 12 15 16 16 14 14 10
Avg Max Increase   -1.83% -1.80% -1.77% -1.56% -1.46% -1.82% -1.96% -2.84% -2.01% -1.99% -1.93%
Max Increase   -5.33% -6.29% -5.83% -3.94% -3.65% -4.36% -7.79% -9.65% -5.18% -5.02% -6.03%
Avg Days to Max Increase   6 7 6 5 6 11 7 11 8 3 4
2022 Contract Condition   Yes Yes   Yes Yes Yes          
Action   Yes Yes   Yes Yes Not Yet          
High 2219.60 2227.85 2129.90 2136.15 2118.75 1963.90 1895.15          
Low 2074.95 1938.25 1884.15 1900.85 1875.70 1721.75 1657.85          
Close/Last 2194.60 2092.60 2008.15 2085.75 1879.55 1871.60 1725.60          

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