MRCI Online
|
| ScenarioSM Study for S & P 500 Stock Index as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 29 | 31 | 29 | 27 | 22 | 25 | 21 | 27 | 33 | |
| Exceeded High | 25 | 23 | 24 | 29 | 24 | 23 | 20 | 20 | 18 | 23 | 25 | |
| Scenario Percentage | 89% | 85% | 83% | 94% | 83% | 85% | 91% | 80% | 86% | 85% | 76% | |
| Avg Max Increase | 5.86% | 5.15% | 6.27% | 4.81% | 4.93% | 4.65% | 4.33% | 4.97% | 7.36% | 6.52% | 3.17% | |
| Max Increase | 13.54% | 11.15% | 16.61% | 12.57% | 12.91% | 11.82% | 9.39% | 18.41% | 20.54% | 13.31% | 6.98% | |
| Avg Days To Max Increase | 18 | 17 | 17 | 16 | 21 | 19 | 18 | 14 | 19 | 19 | 17 | |
| Avg Max Decline | -1.26% | -1.24% | -1.58% | -1.67% | -1.76% | -1.65% | -1.87% | -1.49% | -2.15% | -1.24% | -0.98% | |
| Max Decline | -5.29% | -5.82% | -5.33% | -7.37% | -5.44% | -7.48% | -5.61% | -3.43% | -9.22% | -5.41% | -4.59% | |
| Avg Days to Max Decline | 8 | 6 | 6 | 7 | 15 | 10 | 10 | 7 | 5 | 9 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes | |||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
