Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June S & P 500(CME) as of Dec 31, 2010
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   25 28 28 28 28 28 28 28 28 28 29
Closed Higher   10 19 13 17 19 21 18 16 19 18 19
Exceeded High   10 13 12 14 19 20 16 13 16 16 14
Scenario Percentage   100% 68% 92% 82% 100% 95% 89% 81% 84% 89% 74%
Avg Max Increase   3.81% 5.75% 5.86% 7.46% 5.23% 5.40% 5.87% 5.43% 6.69% 4.91% 2.48%
Max Increase   9.67% 19.35% 16.77% 13.74% 13.76% 12.67% 13.16% 10.75% 16.88% 11.80% 5.69%
Avg Days To Max Increase   18 15 20 20 16 15 17 14 17 12 9
Avg Max Decline   -1.27% -1.44% -2.53% -1.22% -1.80% -1.97% -1.44% -0.72% -1.62% -1.51% -0.37%
Max Decline   -3.05% -3.31% -9.21% -5.77% -5.55% -6.34% -5.18% -1.92% -5.91% -4.79% -1.53%
Avg Days to Max Decline   6 8 8 7 14 6 5 4 8 6 2
2010 Contract Condition   Yes Yes Yes   Yes Yes   Yes Yes Yes  
Action   Yes Yes Yes   Yes Yes   Yes Yes Not Yet  
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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   25 28 28 28 28 28 28 28 28 28 29
Closed Lower   15 9 15 10 9 7 10 12 9 10 9
Penetrated Low   11 8 9 4 6 4 9 7 7 4 5
Scenario Percentage   73% 89% 60% 40% 67% 57% 90% 58% 78% 40% 56%
Avg Max Decline   8.03% 7.40% 13.39% 10.71% 5.13% 10.18% 6.68% 7.36% 3.31% 3.87% 3.81%
Max Decline   21.10% 15.32% 42.85% 23.85% 15.58% 14.67% 19.01% 13.27% 4.41% 9.21% 8.38%
Avg Days To Max Decline   18 16 19 17 11 20 19 15 10 10 10
Avg Max Increase   -2.17% -3.72% -2.98% -2.30% -1.92% -3.22% -2.37% -1.14% -1.63% -1.86% -1.30%
Max Increase   -6.51% -12.09% -6.02% -3.72% -5.01% -6.30% -5.92% -6.13% -5.66% -2.96% -3.36%
Avg Days to Max Increase   8 13 11 11 5 14 8 9 6 7 3
2010 Contract Condition         Yes     Yes       Yes
Action         No     Yes       Not Yet
High 940.20 983.50 1026.10 1067.10 1089.60 1101.50 1122.40 1141.70 1105.90 1176.20 1216.70 1202.00
Low 875.00 854.20 964.20 980.30 1006.90 1016.70 1077.40 1062.40 1035.90 1102.50 1165.90 1036.60
Close/Last 905.30 973.00 1007.40 1044.50 1023.70 1085.20 1105.90 1065.60 1098.60 1165.20 1183.40 1088.50

Banner

Login

Newsflash