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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Jun 08, 2020
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   36 37 37 37 37 37 37 37 37 37 37
Closed Higher   22 25 26 23 25 19 20 19 20 23 27
Exceeded High   20 23 24 20 21 16 19 16 17 19 23
Scenario Percentage   91% 92% 92% 87% 84% 84% 95% 84% 85% 83% 85%
Avg Max Increase   5.99% 5.63% 6.87% 6.24% 5.34% 6.13% 4.59% 3.55% 5.78% 6.87% 3.28%
Max Increase   15.44% 17.48% 33.19% 16.79% 13.56% 20.82% 15.64% 11.05% 15.24% 16.53% 8.68%
Avg Days To Max Increase   18 19 20 15 19 19 17 16 20 22 19
Avg Max Decline   -0.60% -1.40% -1.90% -1.35% -1.47% -1.31% -7.71% -1.48% -2.73% -1.17% -1.03%
Max Decline   -3.00% -5.34% -7.92% -4.20% -6.08% -7.10% -99.88% -3.68% -10.95% -5.52% -4.58%
Avg Days to Max Decline   8 7 10 6 10 6 14 10 9 9 4
2019 Contract Condition   Yes Yes   Yes   Yes Yes   Yes Yes Yes
Action   Yes Yes   No   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   36 37 37 37 37 37 37 37 37 37 37
Closed Lower   14 11 11 14 12 17 17 18 16 14 10
Penetrated Low   8 6 9 7 8 10 13 11 11 8 5
Scenario Percentage   57% 55% 82% 50% 67% 59% 76% 61% 69% 57% 50%
Avg Max Decline   7.63% 7.89% 4.40% 5.78% 8.68% 13.16% 10.45% 17.11% 12.53% 7.71% 2.35%
Max Decline   23.24% 12.75% 8.19% 14.21% 27.57% 21.86% 23.80% 98.82% 46.76% 32.20% 3.99%
Avg Days To Max Decline   13 13 14 18 18 17 18 18 18 13 11
Avg Max Increase   -1.70% -1.09% -1.22% -1.57% -1.44% -1.28% -1.41% -1162.88% -1.36% -2.02% -1.54%
Max Increase   -7.08% -3.08% -4.06% -2.37% -3.34% -3.27% -6.71% -12762.48% -3.49% -4.35% -7.28%
Avg Days to Max Increase   3 7 7 13 12 7 6 13 9 8 4
2019 Contract Condition       Yes   Yes     Yes      
Action       Yes   No     No      
High 6145.90 5996.80 6322.10 6285.80 6404.00 6403.50 6235.80 6353.50 6304.60 6368.60 6334.20 6490.20
Low 5073.20 5295.80 5945.60 6009.40 6153.90 5797.50 5808.90 6201.00 5753.30 5859.60 5902.90 6252.10
Close/Last 5386.00 5988.20 6226.20 6153.90 6376.10 5808.90 6233.40 6274.00 5957.70 6188.10 6252.10 6446.10

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