Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of May 10, 2021
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   37 38 38 38 38 38 38 38 38 38 38
Closed Higher   22 25 26 24 26 20 21 21 19 24 28
Exceeded High   20 23 24 21 22 17 20 16 16 20 25
Scenario Percentage   91% 92% 92% 88% 85% 85% 95% 76% 84% 83% 89%
Avg Max Increase   5.96% 5.66% 6.94% 6.99% 5.76% 6.56% 4.80% 3.80% 6.05% 8.04% 3.45%
Max Increase   15.27% 17.47% 33.15% 21.94% 14.55% 20.76% 15.65% 11.06% 15.29% 26.21% 8.69%
Avg Days To Max Increase   18 19 19 14 18 19 16 15 20 23 19
Avg Max Decline   -0.66% -1.42% -1.88% -1.80% -1.42% -1.43% -2.40% -1.97% -2.86% -1.11% -1.04%
Max Decline   -3.17% -5.34% -7.87% -10.85% -6.07% -7.11% -8.30% -7.81% -10.96% -5.28% -4.57%
Avg Days to Max Decline   7 7 10 7 9 6 13 12 9 9 4
2020 Contract Condition         Yes Yes Yes Yes Yes   Yes Yes
Action         Yes Yes Yes Yes Yes   Yes Yes
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   37 38 38 38 38 38 38 38 38 38 38
Closed Lower   15 12 12 14 12 16 17 17 18 14 10
Penetrated Low   9 7 8 7 8 9 13 10 12 8 5
Scenario Percentage   60% 58% 67% 50% 67% 56% 76% 59% 67% 57% 50%
Avg Max Decline   11.45% 11.96% 4.74% 5.85% 8.67% 12.68% 10.42% 8.92% 12.51% 7.68% 2.28%
Max Decline   42.43% 36.41% 8.13% 14.21% 27.60% 21.92% 23.82% 20.78% 46.75% 32.22% 3.78%
Avg Days To Max Decline   14 14 15 18 18 17 16 16 19 11 10
Avg Max Increase   -2.06% -1.53% -1.32% -1.59% -1.42% -1.22% -1.41% -2.93% -1.28% -1.83% -1.58%
Max Increase   -7.04% -4.10% -4.06% -2.38% -3.10% -3.28% -6.60% -9.97% -3.54% -4.35% -7.22%
Avg Days to Max Increase   5 7 6 13 12 6 6 13 8 7 3
2020 Contract Condition   Yes Yes Yes           Yes    
Action   Yes Yes No           No    
High 6687.00 6810.00 6704.00 6042.00 5566.00 5903.00 6565.00 6269.00 6617.00 6633.00 6734.00 7627.00
Low 6298.00 6397.00 5652.00 3691.00 4150.00 4800.00 5668.00 5719.00 6166.00 5972.00 6172.00 6307.00
Close/Last 6659.00 6411.00 5804.00 4546.00 5384.00 5731.00 5915.00 6166.00 6478.00 6235.00 6307.00 7459.00

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php