MRCI Online
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| ScenarioSM Study for S & P 500 Stock Index as of Oct 29, 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 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
