MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March S & P 500(CME) as of Jan 01, 2018
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   32 34 35 35 35 35 35 35 35 35 35
Closed Higher   22 21 17 16 22 16 22 25 26 22 23
Exceeded High   21 17 12 14 16 15 18 24 26 20 17
Scenario Percentage   95% 81% 71% 88% 73% 94% 82% 96% 100% 91% 74%
Avg Max Increase   4.49% 4.48% 6.24% 4.04% 5.09% 5.91% 7.04% 5.22% 5.40% 5.00% 2.89%
Max Increase   12.41% 12.17% 13.42% 9.71% 19.53% 16.68% 13.57% 13.40% 12.72% 11.01% 4.68%
Avg Days To Max Increase   15 19 19 17 15 19 19 17 16 11 9
Avg Max Decline   -1.40% -1.78% -1.30% -2.04% -2.02% -2.55% -1.38% -1.77% -1.83% -1.26% -0.73%
Max Decline   -4.82% -5.33% -5.52% -5.51% -9.06% -9.43% -5.70% -5.53% -6.31% -5.15% -2.38%
Avg Days to Max Decline   9 12 10 11 11 7 9 14 7 6 2
2017 Contract Condition   Yes Yes Yes Yes Yes     Yes Yes Yes Yes
Action   Yes Yes Yes Yes No     Yes Yes Yes Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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   32 34 35 35 35 35 35 35 35 35 35
Closed Lower   10 13 18 19 13 19 13 10 9 13 12
Penetrated Low   5 12 12 15 9 12 6 6 5 9 6
Scenario Percentage   50% 92% 67% 79% 69% 63% 46% 60% 56% 69% 50%
Avg Max Decline   5.37% 6.26% 8.95% 8.71% 8.11% 11.70% 8.23% 5.21% 10.46% 6.47% 5.74%
Max Decline   12.05% 28.08% 22.15% 23.47% 17.95% 45.02% 23.73% 15.93% 15.02% 19.06% 9.33%
Avg Days To Max Decline   11 14 15 18 14 16 15 11 18 13 9
Avg Max Increase   -1.46% -1.11% -1.85% -2.31% -3.48% -2.25% -1.86% -2.05% -2.81% -1.94% -0.45%
Max Increase   -2.76% -3.93% -3.52% -8.05% -12.00% -5.50% -3.73% -5.32% -6.55% -6.12% -2.25%
Avg Days to Max Increase   6 6 8 8 12 10 8 7 12 4 3
2017 Contract Condition             Yes Yes        
Action             Yes Yes        
High 2042.80 2084.20 2080.80 2096.20 2156.30 2177.00 2173.10 2156.50 2207.20 2272.50 2298.80 2370.50
Low 1940.50 2007.80 2001.30 1967.50 2053.00 2126.90 2107.20 2102.50 2073.20 2181.40 2239.70 2264.60
Close/Last 2031.40 2038.90 2074.00 2074.30 2153.80 2156.00 2154.60 2114.60 2193.70 2236.20 2274.50 2362.80

Copyright © 2024 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521