MRCI Online
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| ScenarioSM Study for Russell 2000 Index as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 18 | 19 | 24 | 22 | 21 | 21 | 16 | 20 | 18 | 18 | 22 | |
| Exceeded High | 15 | 17 | 23 | 18 | 18 | 16 | 15 | 18 | 14 | 15 | 21 | |
| Scenario Percentage | 83% | 89% | 96% | 82% | 86% | 76% | 94% | 90% | 78% | 83% | 95% | |
| Avg Max Increase | 6.86% | 7.43% | 6.68% | 7.17% | 5.57% | 7.13% | 6.56% | 5.70% | 7.73% | 8.91% | 3.87% | |
| Max Increase | 18.63% | 18.68% | 21.06% | 16.82% | 15.48% | 18.80% | 15.99% | 19.44% | 24.42% | 16.47% | 9.94% | |
| Avg Days To Max Increase | 17 | 20 | 18 | 16 | 19 | 21 | 20 | 15 | 19 | 20 | 18 | |
| Avg Max Decline | -0.60% | -0.85% | -1.55% | -1.40% | -1.44% | -1.46% | -1.54% | -1.47% | -2.83% | -0.50% | -0.73% | |
| Max Decline | -3.42% | -5.77% | -4.71% | -4.55% | -5.59% | -6.84% | -9.57% | -4.22% | -16.43% | -2.68% | -3.68% | |
| Avg Days to Max Decline | 7 | 4 | 9 | 5 | 10 | 6 | 6 | 7 | 7 | 5 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
