MRCI Online
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| ScenarioSM Study for Russell 2000 Index as of May 10, 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 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 23 | 25 | 28 | 27 | 27 | 27 | 22 | 24 | 22 | 24 | 29 | |
| Exceeded High | 19 | 23 | 27 | 23 | 24 | 21 | 20 | 21 | 18 | 21 | 27 | |
| Scenario Percentage | 83% | 92% | 96% | 85% | 89% | 78% | 91% | 88% | 82% | 88% | 93% | |
| Avg Max Increase | 6.61% | 6.66% | 6.43% | 7.24% | 5.81% | 6.56% | 6.14% | 5.29% | 7.45% | 9.08% | 3.90% | |
| Max Increase | 18.63% | 18.68% | 21.06% | 17.32% | 15.48% | 18.80% | 15.99% | 19.44% | 24.42% | 31.70% | 11.34% | |
| Avg Days To Max Increase | 17 | 20 | 19 | 15 | 18 | 21 | 21 | 15 | 21 | 19 | 18 | |
| Avg Max Decline | -0.75% | -1.25% | -1.77% | -1.96% | -1.60% | -1.45% | -1.71% | -1.80% | -3.17% | -0.83% | -0.95% | |
| Max Decline | -3.42% | -5.77% | -5.59% | -9.88% | -5.97% | -6.84% | -9.57% | -8.28% | -16.43% | -3.32% | -3.78% | |
| Avg Days to Max Decline | 9 | 6 | 10 | 6 | 11 | 6 | 8 | 8 | 10 | 7 | 3 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
