MRCI Online
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| ScenarioSM Study for June S & P 500(CME) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 35 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 39 | |
| Closed Higher | 18 | 24 | 19 | 24 | 28 | 28 | 24 | 24 | 25 | 27 | 26 | |
| Exceeded High | 16 | 17 | 17 | 20 | 26 | 27 | 21 | 21 | 21 | 25 | 19 | |
| Scenario Percentage | 89% | 71% | 89% | 83% | 93% | 96% | 88% | 88% | 84% | 93% | 73% | |
| Avg Max Increase | 3.84% | 5.11% | 5.89% | 6.76% | 5.40% | 5.63% | 5.91% | 4.92% | 6.07% | 4.62% | 2.63% | |
| Max Increase | 9.66% | 19.25% | 16.77% | 13.77% | 13.70% | 12.67% | 13.11% | 10.76% | 16.89% | 11.99% | 6.20% | |
| Avg Days To Max Increase | 20 | 16 | 20 | 21 | 18 | 17 | 17 | 17 | 18 | 11 | 9 | |
| Avg Max Decline | -1.71% | -1.78% | -2.13% | -0.99% | -1.70% | -1.53% | -1.10% | -1.15% | -1.61% | -1.56% | -0.38% | |
| Max Decline | -5.55% | -9.02% | -9.20% | -5.79% | -5.54% | -6.37% | -5.18% | -6.02% | -5.91% | -4.79% | -1.50% | |
| Avg Days to Max Decline | 9 | 9 | 6 | 9 | 13 | 8 | 6 | 5 | 9 | 6 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | 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.
