MRCI Online
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| ScenarioSM Study for Dow Jones Utilities as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 18 | 26 | 29 | 28 | 27 | 27 | 26 | 25 | 30 | 24 | |
| Exceeded High | 18 | 17 | 26 | 23 | 22 | 23 | 25 | 20 | 22 | 25 | 17 | |
| Scenario Percentage | 72% | 94% | 100% | 79% | 79% | 85% | 93% | 77% | 88% | 83% | 71% | |
| Avg Max Increase | 4.85% | 5.48% | 5.08% | 5.44% | 5.84% | 4.75% | 4.71% | 6.03% | 5.20% | 4.94% | 4.33% | |
| Max Increase | 9.67% | 11.96% | 19.81% | 14.30% | 11.22% | 9.82% | 23.61% | 13.93% | 13.49% | 12.12% | 7.74% | |
| Avg Days To Max Increase | 16 | 18 | 15 | 19 | 19 | 17 | 16 | 20 | 15 | 18 | 20 | |
| Avg Max Decline | -1.25% | -2.30% | -1.25% | -1.81% | -1.41% | -1.41% | -1.11% | -1.82% | -1.32% | -1.66% | -1.18% | |
| Max Decline | -3.05% | -11.63% | -5.66% | -7.28% | -3.93% | -4.42% | -3.65% | -6.64% | -7.26% | -6.05% | -3.44% | |
| Avg Days to Max Decline | 8 | 11 | 8 | 10 | 7 | 7 | 6 | 12 | 8 | 7 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
