MRCI Online
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| ScenarioSM Study for Dow Jones Utilities as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 22 | 16 | 24 | 25 | 25 | 24 | 26 | 24 | 24 | 28 | 23 | |
| Exceeded High | 14 | 15 | 22 | 19 | 20 | 21 | 23 | 17 | 22 | 25 | 16 | |
| Scenario Percentage | 64% | 94% | 92% | 76% | 80% | 88% | 88% | 71% | 92% | 89% | 70% | |
| Avg Max Increase | 4.11% | 5.12% | 5.43% | 5.75% | 5.85% | 4.77% | 4.86% | 6.49% | 5.78% | 5.05% | 4.31% | |
| Max Increase | 9.67% | 11.96% | 19.81% | 14.30% | 11.22% | 9.82% | 23.61% | 13.93% | 17.91% | 12.12% | 7.74% | |
| Avg Days To Max Increase | 13 | 16 | 13 | 18 | 20 | 17 | 17 | 20 | 14 | 18 | 21 | |
| Avg Max Decline | -1.12% | -2.22% | -0.96% | -1.26% | -1.46% | -1.37% | -1.16% | -1.75% | -1.35% | -1.61% | -1.11% | |
| Max Decline | -3.05% | -11.63% | -2.45% | -5.98% | -3.93% | -4.42% | -3.65% | -6.64% | -7.26% | -6.05% | -3.44% | |
| Avg Days to Max Decline | 8 | 12 | 6 | 8 | 7 | 5 | 7 | 11 | 8 | 7 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
