MRCI Online
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| ScenarioSM Study for Dow Jones Utilities as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 28 | 26 | 28 | 26 | 26 | 30 | 24 | |
| Exceeded High | 18 | 17 | 26 | 24 | 22 | 23 | 26 | 20 | 23 | 25 | 17 | |
| Scenario Percentage | 72% | 94% | 100% | 80% | 79% | 88% | 93% | 77% | 88% | 83% | 71% | |
| Avg Max Increase | 4.80% | 5.48% | 5.08% | 5.59% | 5.60% | 4.75% | 4.61% | 6.03% | 5.60% | 5.20% | 4.33% | |
| Max Increase | 9.67% | 11.96% | 19.81% | 14.30% | 11.22% | 9.82% | 23.61% | 13.93% | 14.31% | 12.12% | 7.74% | |
| Avg Days To Max Increase | 17 | 18 | 15 | 18 | 19 | 17 | 16 | 20 | 14 | 18 | 20 | |
| Avg Max Decline | -1.27% | -2.30% | -1.25% | -1.99% | -1.43% | -1.41% | -1.13% | -1.82% | -1.25% | -1.60% | -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 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
