MRCI Online
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| ScenarioSM Study for Dow Jones Utilities as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 16 | 24 | 26 | 26 | 25 | 26 | 24 | 25 | 30 | 23 | |
| Exceeded High | 15 | 15 | 23 | 20 | 20 | 21 | 23 | 18 | 23 | 26 | 16 | |
| Scenario Percentage | 63% | 94% | 96% | 77% | 77% | 84% | 88% | 75% | 92% | 87% | 70% | |
| Avg Max Increase | 4.19% | 5.35% | 5.41% | 5.68% | 5.85% | 4.77% | 4.81% | 6.47% | 5.75% | 5.17% | 4.42% | |
| 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 | 14 | 18 | 14 | 18 | 20 | 17 | 16 | 21 | 15 | 19 | 21 | |
| Avg Max Decline | -1.20% | -2.35% | -0.97% | -1.44% | -1.46% | -1.37% | -1.11% | -1.87% | -1.37% | -1.62% | -1.20% | |
| 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 | 9 | 7 | 5 | 6 | 12 | 7 | 7 | 5 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
