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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 08, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   32 31 27 25 26 20 28 33 33 27 28
Exceeded High   30 25 23 22 21 18 24 30 32 24 22
Scenario Percentage   94% 81% 85% 88% 81% 90% 86% 91% 97% 89% 79%
Avg Max Increase   4.86% 5.30% 5.49% 4.42% 4.73% 7.36% 6.62% 5.26% 5.54% 5.82% 3.95%
Max Increase   12.57% 12.91% 13.37% 9.69% 18.41% 20.54% 13.31% 12.74% 12.34% 13.54% 6.90%
Avg Days To Max Increase   17 22 21 17 14 19 20 19 17 16 19
Avg Max Decline   -1.93% -1.76% -1.63% -1.73% -1.66% -2.15% -1.43% -1.91% -1.73% -1.12% -0.94%
Max Decline   -7.37% -5.44% -7.48% -5.61% -5.39% -9.22% -5.41% -5.32% -6.36% -5.29% -2.35%
Avg Days to Max Decline   8 16 11 10 8 5 10 16 6 5 3
2024 Contract Condition   Yes Yes Yes Yes       Yes Yes Yes Yes
Action   Yes Yes Yes No       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   12 14 17 20 18 24 16 12 12 18 17
Penetrated Low   5 9 11 15 13 16 6 7 7 15 10
Scenario Percentage   42% 64% 65% 75% 72% 67% 38% 58% 58% 83% 59%
Avg Max Decline   7.74% 6.94% 9.29% 9.17% 7.62% 8.40% 9.56% 5.00% 8.51% 8.23% 9.60%
Max Decline   11.98% 27.31% 21.62% 22.00% 16.65% 36.38% 23.51% 14.26% 13.50% 32.05% 25.81%
Avg Days To Max Decline   12 13 17 18 16 15 17 13 16 14 17
Avg Max Increase   -2.35% -1.44% -2.11% -2.06% -3.03% -2.30% -2.17% -2.58% -2.15% -1.81% -1.43%
Max Increase   -4.25% -3.83% -3.51% -7.73% -11.33% -6.18% -4.00% -5.63% -6.28% -5.93% -6.17%
Avg Days to Max Increase   10 7 11 7 10 9 7 10 5 4 5
2024 Contract Condition           Yes Yes Yes        
Action           Yes Yes No        
High 4110.75 4170.00 4231.00 4458.50 4607.00 4584.50 4540.75 4393.50 4587.75 4793.25 4931.00 5111.00
Low 3808.75 4049.25 4048.25 4171.75 4385.00 4336.75 4238.75 4103.75 4197.75 4546.50 4682.00 4853.50
Close/Last 4109.25 4169.50 4179.75 4450.50 4589.00 4507.75 4288.00 4193.75 4567.75 4769.75 4845.75 5096.25

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