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MRCI's Scenario Study
MRCI's
Scenario
SM
Study
Scenario
SM
Study for Value Line Index as of May 31, 2010
Condition 1
: Higher Monthly Close.
Action
---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month
Sep
Oct
Nov
Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Tested Years
26
26
26
26
27
27
27
27
27
27
27
Closed Higher
16
17
22
16
16
19
16
20
14
14
16
Exceeded High
13
17
21
15
14
18
15
16
11
13
13
Scenario Percentage
81%
100%
95%
94%
88%
95%
94%
80%
79%
93%
81%
Avg Max Increase
8.08%
5.68%
7.16%
6.11%
5.48%
7.63%
7.06%
5.58%
7.64%
5.31%
2.33%
Max Increase
16.74%
11.93%
19.67%
15.44%
11.48%
33.19%
16.79%
13.56%
20.82%
15.64%
9.60%
Avg Days To Max Increase
23
18
17
18
17
21
16
20
19
16
16
Avg Max Decline
-1.16%
-1.54%
-1.55%
-0.66%
-0.77%
-1.92%
-1.07%
-1.22%
-1.32%
-1.60%
-1.15%
Max Decline
-5.52%
-3.13%
-6.31%
-3.00%
-4.88%
-7.92%
-3.64%
-6.08%
-7.10%
-4.02%
-3.19%
Avg Days to Max Decline
8
15
5
7
4
10
6
9
4
11
5
2010 Contract Condition
Yes
Yes
Yes
Yes
Yes
Action
Yes
Yes
Yes
Yes
Not Yet
Copyright © 1989-
Moore Research Center, Inc.
All Rights Reserved.
Condition 2
: Lower Monthly Close.
Action
---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month
Sep
Oct
Nov
Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Tested Years
26
26
26
26
27
27
27
27
27
27
27
Closed Lower
10
9
4
10
10
8
11
7
12
13
11
Penetrated Low
4
6
3
6
6
7
5
5
7
9
6
Scenario Percentage
40%
67%
75%
60%
60%
88%
45%
71%
58%
69%
55%
Avg Max Decline
9.52%
4.54%
10.51%
9.08%
7.89%
4.41%
5.55%
9.46%
13.74%
10.30%
7.46%
Max Decline
32.20%
15.48%
14.67%
23.24%
12.75%
8.19%
14.21%
27.57%
21.86%
23.80%
20.76%
Avg Days To Max Decline
15
13
19
16
13
13
18
24
20
17
19
Avg Max Increase
-2.00%
-1.86%
-3.03%
-1.77%
-1.09%
-0.99%
-1.44%
-1.79%
-1.18%
-1.12%
-1.38%
Max Increase
-3.72%
-7.28%
-5.74%
-7.08%
-3.08%
-2.71%
-2.11%
-3.34%
-3.19%
-6.71%
-2.90%
Avg Days to Max Increase
11
5
7
4
7
6
7
15
7
6
6
2010 Contract Condition
Yes
Yes
Yes
Yes
Action
Yes
Yes
Not Yet
High
2210.50
2239.70
2195.50
2293.90
2356.40
2312.60
2511.10
2697.40
2646.40
2405.90
Low
1952.50
2029.00
2005.40
2118.90
2190.20
2127.00
2301.10
2481.50
2252.80
2333.90
Close/Last
2149.40
2035.30
2111.40
2259.50
2194.10
2296.00
2478.00
2600.50
2400.50
2334.00
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