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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Feb 28, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   34 34 34 34 34 34 34 34 35 35 35
Closed Higher   16 17 19 17 21 24 29 20 24 26 21
Exceeded High   13 16 16 15 17 23 28 19 22 24 14
Scenario Percentage   81% 94% 84% 88% 81% 96% 97% 95% 92% 92% 67%
Avg Max Increase   6.93% 5.07% 3.55% 5.91% 7.54% 6.08% 7.01% 6.01% 5.76% 6.82% 5.19%
Max Increase   20.82% 15.64% 11.05% 15.24% 16.74% 11.93% 19.67% 15.44% 17.48% 33.19% 10.80%
Avg Days To Max Increase   18 17 16 19 22 19 18 18 19 19 19
Avg Max Decline   -1.41% -2.11% -1.48% -2.72% -1.20% -1.53% -1.53% -0.59% -1.31% -1.90% -0.70%
Max Decline   -7.10% -7.87% -3.68% -10.95% -5.52% -4.58% -6.31% -3.00% -5.34% -7.92% -2.03%
Avg Days to Max Decline   5 13 10 7 9 13 6 8 7 8 2
2018 Contract Condition   Yes Yes   Yes Yes Yes Yes Yes      
Action   Yes Yes   Yes Yes Yes Yes Not Yet      
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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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   34 34 34 34 34 34 34 34 35 35 35
Closed Lower   17 17 15 17 13 10 5 14 10 9 14
Penetrated Low   10 13 10 12 7 6 4 8 6 7 7
Scenario Percentage   59% 76% 67% 71% 54% 60% 80% 57% 60% 78% 50%
Avg Max Decline   13.16% 10.45% 8.94% 11.71% 6.69% 4.54% 11.60% 7.63% 7.89% 4.41% 3.91%
Max Decline   21.86% 23.80% 20.76% 46.76% 32.20% 15.48% 14.86% 23.24% 12.75% 8.19% 9.26%
Avg Days To Max Decline   17 18 17 19 11 13 19 13 13 13 17
Avg Max Increase   -1.28% -1.41% -2.92% -1.34% -1.69% -1.86% -2.01% -1.70% -1.09% -0.99% -1.45%
Max Increase   -3.27% -6.71% -10.04% -3.49% -3.72% -7.28% -5.74% -7.08% -3.08% -2.71% -2.11%
Avg Days to Max Increase   7 6 13 11 8 5 6 3 7 6 6
2018 Contract Condition       Yes           Yes    
Action       No                
High 5536.60 5584.90 5679.30 5627.60 5784.90 5868.20 6058.80 6138.10 6413.20 6291.50    
Low 5351.50 5453.60 5467.90 5355.60 5472.60 5765.20 5719.60 5914.50 6092.50 5699.30    
Close/Last 5450.10 5539.80 5609.20 5510.50 5778.00 5830.30 6040.00 6092.50 6272.80 6103.60    

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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.