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 500 Stock Index as of Nov 27, 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
2020 Contract Condition         Yes Yes Yes Yes Yes     Yes
Action         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 18 16 12 16 17 23 19 23 17 12
Penetrated Low   15 10 8 5 10 12 18 14 15 8 5
Scenario Percentage   88% 56% 50% 42% 63% 71% 78% 74% 65% 47% 42%
Avg Max Decline   5.93% 7.49% 3.26% 5.93% 6.40% 8.69% 8.40% 6.64% 9.56% 7.89% 2.64%
Max Decline   19.28% 16.04% 4.44% 11.51% 27.31% 21.62% 22.00% 16.65% 36.38% 23.51% 4.64%
Avg Days To Max Decline   13 16 13 10 12 16 18 17 14 14 9
Avg Max Increase   -1.53% -1.40% -1.60% -1.75% -1.30% -1.96% -1.75% -2.82% -2.04% -1.49% -1.94%
Max Increase   -5.93% -6.08% -5.02% -2.74% -3.83% -3.51% -7.73% -11.33% -4.51% -4.00% -5.63%
Avg Days to Max Increase   4 8 7 12 7 11 7 10 9 5 4
2020 Contract Condition   Yes Yes Yes           Yes Yes  
Action   Yes Yes No           Not Yet Not Yet  
High 3248.00 3337.75 3393.50 3136.50 2954.75 3068.75 3233.25 3280.00 3514.75 3588.00 3549.75 3644.25
Low 3070.50 3214.75 2855.75 2191.75 2447.50 2766.75 2965.75 3101.25 3284.50 3209.50 3234.00 3279.75
Close/Last 3230.75 3225.50 2954.25 2584.50 2912.50 3044.25 3100.25 3271.00 3500.25 3363.00 3270.00 3638.25

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

Learn more: https://www.mrci.com/tutorials/supercharts.pdf