MRCI's ScenarioSM Study

ScenarioSM Study for S & P 100(OEX) as of Oct 31, 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				Yes			Yes
Action				No				Yes			Not Yet

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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		Yes	Yes
Action		Yes	Yes		Yes	Yes	No		Yes	Yes
High	2219.60	2227.85	2129.90	2136.15	2118.75	1963.90	1895.15	1890.45	1976.60	1868.45	1758.65
Low	2074.95	1938.25	1884.15	1900.85	1875.70	1721.75	1657.85	1702.80	1797.70	1625.75	1576.90
Close/Last	2194.60	2092.60	2008.15	2085.75	1879.55	1871.60	1725.60	1885.60	1797.95	1625.75	1740.50