MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for Dow Jones Transportation as of Mar 31, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 22 19 18 31 34 31 28 28 30 27
Exceeded High   17 18 15 17 28 30 29 25 24 26 18
Scenario Percentage   81% 82% 79% 94% 90% 88% 94% 89% 86% 87% 67%
Avg Max Increase   7.98% 6.73% 8.39% 10.20% 7.66% 8.73% 9.34% 7.92% 7.63% 9.08% 5.23%
Max Increase   21.17% 20.58% 22.99% 28.74% 21.22% 25.56% 25.49% 18.41% 16.40% 28.84% 9.99%
Avg Days To Max Increase   14 15 19 21 18 19 16 17 20 19 17
Avg Max Decline   -2.05% -2.40% -2.36% -2.71% -2.19% -2.22% -1.87% -2.20% -1.93% -2.10% -1.52%
Max Decline   -9.97% -9.31% -8.42% -8.89% -9.74% -6.04% -5.99% -7.66% -5.48% -6.03% -4.17%
Avg Days to Max Decline   7 7 10 9 12 12 7 9 10 8 4
2020 Contract Condition   Yes Yes   Yes Yes Yes Yes        
Action   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   24 23 26 26 14 10 14 17 17 15 18
Penetrated Low   15 20 15 15 7 8 6 12 12 9 11
Scenario Percentage   63% 87% 58% 58% 50% 80% 43% 71% 71% 60% 61%
Avg Max Decline   10.63% 9.99% 13.07% 12.58% 9.92% 9.94% 13.23% 8.47% 6.94% 6.32% 5.13%
Max Decline   24.93% 25.62% 36.57% 36.98% 25.14% 20.96% 18.76% 28.05% 14.61% 11.18% 8.85%
Avg Days To Max Decline   18 18 17 16 14 17 21 11 12 24 19
Avg Max Increase   -2.75% -1.71% -2.34% -2.99% -4.05% -2.97% -2.05% -2.80% -1.75% -2.44% -1.78%
Max Increase   -7.61% -4.43% -5.56% -6.67% -8.38% -5.92% -5.02% -9.17% -4.17% -7.11% -4.23%
Avg Days to Max Increase   8 7 11 8 16 8 5 5 5 14 3
2020 Contract Condition       Yes         Yes Yes Yes  
Action       No         Yes Yes    
High 10986.00 10493.00 10876.00 10711.00 10857.00 10959.00 11227.00 10978.00 11359.00 11072.00 9696.00  
Low 9722.00 9715.00 10260.00 9676.00 9910.00 9708.00 10523.00 10456.00 10534.00 9129.00 6481.00  
Close/Last 9738.00 10462.00 10702.00 10127.00 10364.00 10499.00 10858.00 10901.00 10567.00 9388.00 7699.00  

Copyright © 2020 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Toll Free: 800-927-7259