MRCI Online
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| ScenarioSM Study for Dow Jones Transportation as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 27 | 27 | 31 | 26 | 24 | 20 | 21 | 18 | 16 | 33 | 32 | |
| Exceeded High | 25 | 22 | 26 | 21 | 16 | 16 | 17 | 13 | 16 | 30 | 25 | |
| Scenario Percentage | 93% | 81% | 84% | 81% | 67% | 80% | 81% | 72% | 100% | 91% | 78% | |
| Avg Max Increase | 7.90% | 8.37% | 9.72% | 6.23% | 8.51% | 8.35% | 7.18% | 8.90% | 10.27% | 7.68% | 4.42% | |
| Max Increase | 18.41% | 19.90% | 28.84% | 13.17% | 18.59% | 21.17% | 20.58% | 22.99% | 28.74% | 21.22% | 8.91% | |
| Avg Days To Max Increase | 17 | 21 | 18 | 15 | 22 | 14 | 15 | 20 | 20 | 18 | 17 | |
| Avg Max Decline | -2.29% | -1.93% | -1.83% | -2.12% | -2.57% | -2.17% | -2.83% | -2.52% | -2.60% | -2.37% | -1.06% | |
| Max Decline | -7.66% | -5.48% | -6.03% | -7.65% | -6.65% | -9.97% | -9.31% | -8.42% | -8.89% | -9.74% | -3.96% | |
| Avg Days to Max Decline | 9 | 10 | 8 | 6 | 11 | 7 | 9 | 9 | 7 | 13 | 5 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
