MRCI Online
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| ScenarioSM Study for Value Line Index as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 24 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 25 |
| Closed Higher | 16 | 16 | 18 | 14 | 18 | 13 | 12 | 14 | 12 | 16 | 17 |
| Exceeded High | 15 | 14 | 17 | 13 | 15 | 10 | 11 | 12 | 11 | 13 | 16 |
| Scenario Percentage | 94% | 88% | 94% | 93% | 83% | 77% | 92% | 86% | 92% | 81% | 94% |
| Avg Max Increase | 6.11% | 5.48% | 6.13% | 6.77% | 5.04% | 6.33% | 4.32% | 3.09% | 5.73% | 7.57% | 2.75% |
| Max Increase | 15.44% | 11.48% | 22.43% | 16.79% | 11.15% | 10.25% | 8.96% | 7.54% | 15.24% | 16.53% | 6.04% |
| Avg Days To Max Increase | 18 | 17 | 21 | 16 | 19 | 18 | 16 | 18 | 19 | 22 | 16 |
| Avg Max Decline | -0.66% | -0.77% | -1.91% | -1.14% | -0.90% | -0.74% | -1.73% | -1.55% | -2.44% | -1.16% | -0.79% |
| Max Decline | -3.00% | -4.88% | -7.92% | -3.64% | -2.96% | -5.53% | -4.02% | -3.68% | -10.95% | -5.52% | -3.13% |
| Avg Days to Max Decline | 7 | 4 | 11 | 6 | 7 | 4 | 12 | 12 | 5 | 8 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | 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.
