MRCI Online
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| ScenarioSM Study for S & P 500 Stock Index as of Sep 26, 2023 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 27 | 20 | 28 | 33 | 33 | 27 | 27 | 29 | 32 | 31 | |
| Exceeded High | 23 | 22 | 18 | 24 | 30 | 32 | 24 | 23 | 24 | 30 | 23 | |
| Scenario Percentage | 92% | 81% | 90% | 86% | 91% | 97% | 89% | 85% | 83% | 94% | 74% | |
| Avg Max Increase | 4.54% | 4.72% | 7.36% | 6.62% | 5.28% | 5.54% | 5.62% | 5.31% | 5.70% | 4.85% | 3.32% | |
| Max Increase | 9.69% | 18.41% | 20.54% | 13.31% | 12.74% | 12.34% | 13.54% | 11.15% | 16.61% | 12.57% | 7.24% | |
| Avg Days To Max Increase | 16 | 14 | 19 | 20 | 18 | 17 | 17 | 18 | 17 | 16 | 17 | |
| Avg Max Decline | -1.69% | -1.60% | -2.15% | -1.43% | -1.96% | -1.70% | -1.31% | -1.27% | -1.36% | -1.93% | -0.62% | |
| Max Decline | -5.61% | -5.39% | -9.22% | -5.41% | -5.32% | -6.36% | -5.29% | -5.82% | -5.33% | -7.37% | -3.64% | |
| Avg Days to Max Decline | 10 | 8 | 5 | 10 | 16 | 6 | 6 | 4 | 7 | 8 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
