Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for S & P 100(OEX) as of Oct 31, 2024
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   28 25 29 32 29 26 26 27 17 28 31
Exceeded High   23 23 25 29 27 21 21 22 17 24 26
Scenario Percentage   82% 92% 86% 91% 93% 81% 81% 81% 100% 86% 84%
Avg Max Increase   5.21% 5.11% 5.82% 5.05% 5.02% 6.50% 4.39% 4.21% 6.33% 6.56% 3.36%
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 21 16 14 18 20 18
Avg Max Decline   -1.15% -1.41% -1.39% -1.88% -1.85% -1.18% -1.65% -1.63% -1.58% -1.29% -1.29%
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 9 9 15 9 10 9 6 11 5
2024 Contract Condition   Yes Yes Yes   Yes Yes Yes Yes Yes    
Action   Yes Yes Yes   Yes Yes Yes Yes Yes    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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   17 20 16 12 15 19 18 18 28 17 14
Penetrated Low   13 15 8 6 11 12 14 12 19 6 6
Scenario Percentage   76% 75% 50% 50% 73% 63% 78% 67% 68% 35% 43%
Avg Max Decline   5.70% 7.84% 2.78% 6.86% 7.40% 8.54% 8.32% 7.53% 7.75% 9.55% 3.30%
Max Decline   18.90% 23.32% 4.46% 11.80% 27.26% 21.45% 22.85% 16.87% 33.52% 22.17% 5.83%
Avg Days To Max Decline   15 18 10 13 13 16 16 16 16 16 10
Avg Max Increase   -1.93% -2.25% -1.70% -1.95% -1.24% -2.01% -2.06% -2.88% -2.26% -2.01% -1.93%
Max Increase   -5.33% -6.37% -5.83% -4.49% -3.57% -4.36% -7.79% -9.65% -5.86% -4.00% -6.03%
Avg Days to Max Increase   6 9 5 5 6 11 7 10 8 3 4
2024 Contract Condition         Yes           Yes  
Action         No           Not Yet  
High 2248.55 2336.05 2428.90 2492.15 2487.75 2548.25 2683.10 2758.45 2726.20 2776.75 2837.35  
Low 2131.80 2196.90 2296.15 2388.50 2341.35 2376.15 2508.25 2586.90 2437.35 2586.50 2723.95  
Close/Last 2236.20 2288.45 2413.25 2478.85 2385.90 2521.65 2645.20 2656.65 2712.65 2772.00 2756.00  

Banner

Newsflash

Its stability & liquidity make it a trader’s dream. With 2025’s geopolitical storms brewing, MRCI’s Brent Oil Report shows you how to ride seasonal waves as you manage risk. Intrigued?