MRCI Online
|
| ScenarioSM Study for March S & P 500(CME) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 26 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 17 | 17 | 14 | 12 | 19 | 14 | 18 | 20 | 22 | 19 | 17 | |
| Exceeded High | 16 | 14 | 9 | 11 | 14 | 14 | 15 | 20 | 22 | 17 | 12 | |
| Scenario Percentage | 94% | 82% | 64% | 92% | 74% | 100% | 83% | 100% | 100% | 89% | 71% | |
| Avg Max Increase | 4.87% | 4.59% | 6.96% | 4.13% | 5.40% | 5.75% | 7.65% | 5.47% | 5.25% | 4.93% | 3.09% | |
| Max Increase | 12.41% | 12.17% | 13.42% | 9.71% | 19.53% | 16.68% | 13.57% | 13.40% | 12.72% | 11.01% | 5.15% | |
| Avg Days To Max Increase | 14 | 18 | 18 | 17 | 14 | 18 | 19 | 15 | 14 | 12 | 10 | |
| Avg Max Decline | -1.52% | -1.45% | -1.03% | -2.03% | -1.62% | -2.60% | -1.48% | -1.65% | -1.98% | -1.39% | -0.57% | |
| Max Decline | -4.82% | -5.33% | -5.52% | -5.51% | -4.25% | -9.43% | -5.70% | -5.53% | -6.31% | -5.15% | -1.89% | |
| Avg Days to Max Decline | 9 | 11 | 7 | 11 | 10 | 7 | 7 | 13 | 6 | 5 | 2 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
