MRCI Online
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| ScenarioSM Study for Dow Jones Transportation as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 32 | 26 | 27 | 29 | 26 | 27 | 19 | 25 | 21 | 20 | 32 | |
| Exceeded High | 30 | 23 | 23 | 24 | 22 | 19 | 17 | 20 | 17 | 19 | 26 | |
| Scenario Percentage | 94% | 88% | 85% | 83% | 85% | 70% | 89% | 80% | 81% | 95% | 81% | |
| Avg Max Increase | 8.75% | 7.98% | 8.11% | 9.22% | 6.90% | 8.36% | 9.25% | 7.15% | 8.42% | 10.09% | 6.60% | |
| Max Increase | 25.49% | 18.41% | 16.40% | 28.84% | 20.52% | 18.59% | 24.03% | 20.58% | 22.99% | 28.74% | 19.11% | |
| Avg Days To Max Increase | 16 | 17 | 20 | 18 | 13 | 21 | 15 | 15 | 19 | 20 | 16 | |
| Avg Max Decline | -1.98% | -2.21% | -1.78% | -1.91% | -2.52% | -2.49% | -1.99% | -2.33% | -2.50% | -2.90% | -1.05% | |
| Max Decline | -5.99% | -7.66% | -5.48% | -6.03% | -10.41% | -6.65% | -9.97% | -9.31% | -8.42% | -8.89% | -5.07% | |
| Avg Days to Max Decline | 8 | 9 | 8 | 8 | 6 | 11 | 8 | 7 | 11 | 10 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
