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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for S & P 500 Stock 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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 26 28 31 29 27 23 26 21 26 33
Exceeded High   24 22 23 29 24 23 21 21 18 22 26
Scenario Percentage   89% 85% 82% 94% 83% 85% 91% 81% 86% 85% 79%
Avg Max Increase   5.61% 5.06% 6.07% 4.87% 5.06% 5.22% 4.58% 4.86% 7.36% 6.69% 3.19%
Max Increase   13.54% 11.15% 16.61% 12.57% 12.91% 13.37% 9.69% 18.41% 20.54% 13.31% 6.98%
Avg Days To Max Increase   18 18 17 16 21 20 17 13 19 19 17
Avg Max Decline   -1.34% -1.23% -1.49% -1.87% -1.81% -1.57% -1.76% -1.42% -2.15% -1.25% -0.93%
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 4 6 8 15 10 10 7 5 9 4
2020 Contract Condition         Yes Yes Yes Yes Yes     Yes
Action         Yes Yes Yes Yes Yes     Yes
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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   18 19 17 12 16 17 22 18 23 18 12
Penetrated Low   16 11 8 5 10 12 17 13 15 8 5
Scenario Percentage   89% 58% 47% 42% 63% 71% 77% 72% 65% 44% 42%
Avg Max Decline   7.57% 9.15% 3.26% 5.93% 6.40% 8.69% 8.44% 6.71% 9.56% 7.89% 2.64%
Max Decline   32.05% 25.81% 4.44% 11.51% 27.31% 21.62% 22.00% 16.65% 36.38% 23.51% 4.64%
Avg Days To Max Decline   14 17 13 10 12 16 18 17 14 14 9
Avg Max Increase   -1.76% -1.84% -1.60% -1.75% -1.30% -1.96% -1.91% -3.11% -2.04% -1.49% -1.94%
Max Increase   -5.93% -6.17% -5.02% -2.74% -3.83% -3.51% -7.73% -11.33% -4.51% -4.00% -5.63%
Avg Days to Max Increase   4 7 7 12 7 11 7 11 9 5 4
2020 Contract Condition   Yes Yes Yes           Yes Yes  
Action   Yes Yes No           No No  
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 3621.75

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