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 Russell 2000 Index as of Jan 01, 2007
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   27 28 28 28 28 28 28 28 28 28 28
Closed Higher   16 16 19 17 18 19 13 16 14 15 19
Exceeded High   13 14 19 14 15 14 12 15 12 14 18
Scenario Percentage   81% 88% 100% 82% 83% 74% 92% 94% 86% 93% 95%
Avg Max Increase   7.09% 7.10% 5.98% 7.65% 5.65% 6.74% 6.16% 5.26% 7.76% 8.63% 3.26%
Max Increase   18.63% 12.21% 20.97% 16.82% 15.48% 18.80% 15.99% 19.44% 24.42% 16.47% 9.94%
Avg Days To Max Increase   16 19 19 20 19 21 19 15 20 19 17
Avg Max Decline   -0.62% -0.28% -1.56% -1.38% -1.00% -0.88% -0.81% -1.22% -3.18% -0.43% -0.82%
Max Decline   -3.42% -5.02% -4.71% -4.55% -3.18% -6.33% -5.47% -3.72% -16.43% -2.68% -3.68%
Avg Days to Max Decline   5 4 10 5 9 4 4 7 8 5 5
2006 Contract Condition   Yes   Yes     Yes   Yes Yes Yes Yes
Action   Yes   Yes     No   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   27 28 28 28 28 28 28 28 28 28 28
Closed Lower   11 12 9 11 10 9 15 12 13 13 9
Penetrated Low   6 8 6 7 6 7 10 10 9 7 6
Scenario Percentage   55% 67% 67% 64% 60% 78% 67% 83% 69% 54% 67%
Avg Max Decline   6.40% 8.34% 6.55% 4.92% 9.48% 9.49% 11.71% 10.21% 11.22% 4.85% 3.24%
Max Decline   11.21% 23.07% 18.09% 12.38% 27.36% 23.46% 22.94% 20.26% 37.91% 11.44% 4.97%
Avg Days To Max Decline   17 16 16 19 22 15 19 16 19 14 14
Avg Max Increase   -0.12% -1.56% -0.76% -2.29% -1.47% -0.41% -0.76% -2.68% -1.04% -0.68% -0.60%
Max Increase   -3.79% -2.83% -1.97% -4.89% -2.95% -1.31% -3.22% -11.54% -2.52% -2.24% -2.83%
Avg Days to Max Increase   7 7 7 10 13 4 6 11 6 7 3
2006 Contract Condition     Yes   Yes Yes   Yes        
Action     No   Yes Yes   No        
High 693.65 736.25 742.80 767.15 778.55 784.60 742.25 730.80 725.05 738.15 776.00 795.15
Low 669.05 666.60 708.15 713.60 740.20 696.05 669.90 668.60 674.75 700.45 712.15 746.30
Close/Last 673.20 733.20 730.65 765.15 764.55 721.00 724.60 700.55 720.55 725.60 766.85 786.10

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!