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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Dow Jones Utilities as of Sep 29, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   31 23 18 27 29 28 24 28 26 24 31
Exceeded High   21 17 17 27 23 21 21 27 20 21 19
Scenario Percentage   68% 74% 94% 100% 79% 75% 88% 96% 77% 88% 61%
Avg Max Increase   6.47% 4.97% 5.48% 5.03% 5.53% 5.48% 4.67% 4.44% 5.76% 5.82% 3.70%
Max Increase   12.16% 9.67% 11.96% 19.81% 14.30% 11.22% 9.82% 23.61% 13.93% 14.31% 8.57%
Avg Days To Max Increase   18 18 18 15 18 19 17 15 19 14 15
Avg Max Decline   -1.61% -1.30% -2.30% -1.25% -2.07% -1.48% -1.50% -1.15% -1.80% -1.25% -1.08%
Max Decline   -3.78% -3.05% -11.63% -5.66% -7.28% -3.93% -4.42% -3.65% -6.64% -7.26% -3.63%
Avg Days to Max Decline   5 8 11 8 11 7 7 6 12 7 4
2023 Contract Condition     Yes   Yes Yes   Yes Yes      
Action     No   Yes No   Yes No      
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   14 21 27 17 16 17 21 17 18 21 14
Penetrated Low   9 14 16 8 11 9 11 13 13 12 6
Scenario Percentage   64% 67% 59% 47% 69% 53% 52% 76% 72% 57% 43%
Avg Max Decline   7.18% 7.83% 8.51% 5.25% 4.59% 9.47% 8.54% 6.69% 8.41% 11.77% 4.38%
Max Decline   14.13% 21.92% 29.34% 10.39% 12.12% 35.33% 31.91% 17.96% 38.37% 31.31% 8.02%
Avg Days To Max Decline   18 16 16 16 14 22 15 17 13 17 17
Avg Max Increase   -2.13% -1.27% -1.79% -1.61% -1.66% -1.69% -1.78% -2.41% -1.76% -2.36% -1.14%
Max Increase   -4.92% -4.80% -10.26% -3.69% -4.09% -5.76% -4.65% -6.43% -5.36% -6.99% -2.36%
Avg Days to Max Increase   6 3 7 6 6 9 11 11 9 7 2
2023 Contract Condition   Yes   Yes     Yes     Yes Yes  
Action   Yes   Yes     Yes     Yes Not Yet  
High 981.85 1013.30 1003.65 987.00 939.80 980.00 970.65 932.65 958.65 935.35 902.15  
Low 880.25 949.05 940.65 906.70 877.50 928.20 885.35 884.00 896.60 865.90 811.00  
Close/Last 981.30 967.40 971.00 907.00 939.80 959.60 900.35 906.65 931.20 872.70 816.55  

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