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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 Sep 21, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   26 28 17 28 31 30 28 25 29 32 29
Exceeded High   22 23 17 24 28 29 23 23 25 28 22
Scenario Percentage   85% 82% 100% 86% 90% 97% 82% 92% 86% 88% 76%
Avg Max Increase   4.51% 4.21% 6.33% 6.62% 5.51% 5.89% 5.21% 5.11% 5.82% 5.07% 3.36%
Max Increase   11.56% 15.80% 19.90% 14.70% 14.74% 13.37% 13.80% 10.84% 14.38% 12.09% 6.70%
Avg Days To Max Increase   15 14 18 20 19 17 17 18 18 18 17
Avg Max Decline   -1.57% -1.54% -1.58% -1.29% -1.84% -1.71% -1.15% -1.41% -1.39% -1.78% -0.52%
Max Decline   -5.76% -5.63% -7.75% -5.57% -5.32% -6.34% -5.46% -6.16% -5.14% -4.36% -2.59%
Avg Days to Max Decline   9 9 6 11 13 7 6 7 9 8 3
2023 Contract Condition   Yes     Yes Yes   Yes   Yes Yes Yes
Action   Yes     Yes Yes   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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   18 17 28 17 14 15 17 20 16 12 15
Penetrated Low   14 11 19 7 7 10 13 15 8 6 11
Scenario Percentage   78% 65% 68% 41% 50% 67% 76% 75% 50% 50% 73%
Avg Max Decline   8.32% 7.44% 7.99% 8.26% 7.00% 8.93% 5.70% 7.84% 2.78% 6.86% 5.33%
Max Decline   22.85% 16.87% 33.52% 22.17% 14.05% 19.31% 18.90% 23.32% 4.46% 11.80% 11.42%
Avg Days To Max Decline   16 15 15 15 15 18 15 18 10 13 17
Avg Max Increase   -2.06% -3.08% -2.30% -2.44% -2.54% -2.58% -1.93% -2.25% -1.70% -1.95% -1.18%
Max Increase   -7.79% -9.65% -5.86% -5.02% -6.03% -6.82% -5.33% -6.37% -5.83% -4.49% -3.57%
Avg Days to Max Increase   7 11 8 3 10 8 6 9 5 5 4
2023 Contract Condition     Yes Yes     Yes   Yes      
Action     Yes Yes     No   Yes      
High 1895.15 1890.45 1976.60 1868.45 1758.65 1827.55 1834.85 1828.80 1879.20 1875.20 1913.45 1980.25
Low 1657.85 1702.80 1797.70 1625.75 1576.90 1655.60 1675.70 1687.60 1763.60 1718.30 1855.75 1858.95
Close/Last 1725.60 1885.60 1797.95 1625.75 1740.50 1827.55 1709.15 1816.30 1777.55 1874.40 1913.10 1956.70

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