MRCI Online
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| ScenarioSM Study for Dow Jones Transportation as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 27 | 27 | 21 | 24 | 20 | 20 | 30 | 35 | |
| Exceeded High | 24 | 23 | 25 | 23 | 19 | 18 | 19 | 16 | 19 | 27 | 28 | |
| Scenario Percentage | 89% | 85% | 86% | 85% | 70% | 86% | 79% | 80% | 95% | 90% | 80% | |
| Avg Max Increase | 7.94% | 7.61% | 9.15% | 6.88% | 8.36% | 8.93% | 7.27% | 8.33% | 10.28% | 7.76% | 4.44% | |
| Max Increase | 18.41% | 16.40% | 28.84% | 20.52% | 18.59% | 24.03% | 20.58% | 22.99% | 28.74% | 21.22% | 8.91% | |
| Avg Days To Max Increase | 17 | 20 | 18 | 14 | 21 | 15 | 15 | 19 | 21 | 18 | 16 | |
| Avg Max Decline | -2.16% | -1.83% | -2.04% | -2.53% | -2.49% | -1.95% | -2.30% | -2.35% | -2.90% | -2.15% | -1.02% | |
| Max Decline | -7.66% | -5.48% | -6.03% | -10.41% | -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 | 7 | 10 | 10 | 13 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
