MRCI Online
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| ScenarioSM Study for Dow Jones Transportation as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 27 | 26 | 30 | 25 | 23 | 19 | 21 | 18 | 16 | 31 | 32 | |
| Exceeded High | 25 | 22 | 25 | 20 | 15 | 15 | 17 | 13 | 16 | 28 | 26 | |
| Scenario Percentage | 93% | 85% | 83% | 80% | 65% | 79% | 81% | 72% | 100% | 90% | 81% | |
| Avg Max Increase | 7.90% | 8.15% | 9.83% | 6.16% | 8.74% | 8.66% | 8.20% | 9.94% | 10.05% | 7.90% | 4.78% | |
| Max Increase | 18.41% | 19.90% | 28.84% | 13.17% | 18.59% | 21.17% | 20.58% | 22.99% | 28.74% | 21.22% | 13.73% | |
| Avg Days To Max Increase | 17 | 20 | 18 | 15 | 22 | 13 | 17 | 18 | 18 | 17 | 17 | |
| Avg Max Decline | -2.29% | -1.91% | -1.78% | -2.19% | -2.63% | -2.25% | -3.04% | -2.10% | -2.08% | -2.43% | -1.05% | |
| Max Decline | -7.66% | -5.48% | -6.03% | -7.65% | -6.65% | -9.97% | -9.31% | -5.70% | -5.56% | -9.74% | -3.96% | |
| Avg Days to Max Decline | 9 | 10 | 8 | 6 | 11 | 7 | 9 | 6 | 6 | 13 | 5 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | 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.
