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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Dow Jones Transportation as of May 10, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 27 20 25 20 20 32 34 32 26 29
Exceeded High   21 19 18 19 16 19 29 30 30 23 18
Scenario Percentage   84% 70% 90% 76% 80% 95% 91% 88% 94% 88% 62%
Avg Max Increase   7.02% 8.36% 9.16% 7.00% 8.52% 10.28% 8.11% 8.35% 8.77% 8.08% 6.43%
Max Increase   20.52% 18.59% 24.03% 20.58% 22.99% 28.74% 21.22% 25.56% 25.49% 18.41% 10.83%
Avg Days To Max Increase   14 21 16 15 20 21 18 19 16 16 18
Avg Max Decline   -2.53% -2.49% -1.97% -2.41% -2.63% -2.90% -2.18% -2.10% -1.93% -1.95% -0.85%
Max Decline   -10.41% -6.65% -9.97% -9.31% -8.42% -8.89% -9.74% -6.04% -4.70% -7.66% -4.57%
Avg Days to Max Decline   6 11 7 7 11 10 12 13 8 8 2
2024 Contract Condition       Yes Yes       Yes Yes   Yes
Action       Yes No       Yes Yes   Not Yet
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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 18 25 20 25 25 13 10 13 19 16
Penetrated Low   13 14 16 17 13 13 6 8 6 12 11
Scenario Percentage   65% 78% 64% 85% 52% 52% 46% 80% 46% 63% 69%
Avg Max Decline   7.09% 6.16% 10.33% 9.55% 14.70% 13.29% 11.01% 10.02% 13.23% 11.62% 9.23%
Max Decline   14.05% 10.86% 24.93% 25.62% 36.57% 36.98% 25.14% 20.96% 18.76% 38.67% 30.97%
Avg Days To Max Decline   18 17 19 18 20 18 14 19 21 12 14
Avg Max Increase   -2.37% -2.68% -2.85% -1.80% -2.41% -3.08% -3.69% -3.50% -2.05% -2.88% -1.81%
Max Increase   -4.64% -8.28% -7.61% -4.10% -5.56% -6.67% -8.38% -5.92% -5.02% -9.17% -4.17%
Avg Days to Max Increase   7 8 8 8 11 10 13 12 5 7 4
2024 Contract Condition   Yes Yes     Yes Yes Yes     Yes  
Action   No No     Yes Yes No     Not Yet  
High 15196.00 14578.00 14224.00 15581.00 16716.00 16574.00 15898.00 15231.00 15172.00 16174.00 16073.00 16273.00
Low 13491.00 13400.00 13612.00 13648.00 15272.00 15504.00 14701.00 13471.00 13870.00 15018.00 15152.00 15368.00
Close/Last 14439.00 14022.00 13710.00 15530.00 16616.00 15725.00 14969.00 13896.00 15019.00 15899.00 15516.00 15842.00

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Newsflash

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