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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Oct 29, 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
2021 Contract Condition   Yes Yes Yes Yes Yes Yes   Yes   Yes  
Action   Yes Yes Yes Yes Yes No   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   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
2021 Contract Condition               Yes   Yes    
Action               No   Not Yet    
High 7960.00 8508.00 9015.00 9373.00 9595.00 9662.00 9841.00 9774.00 9767.00 9810.00 9945.00  
Low 7459.00 7755.00 8115.00 8515.00 9080.00 9181.00 9403.00 9087.00 9256.00 9224.00 9368.00  
Close/Last 7913.00 8115.00 8714.00 9080.00 9430.00 9629.00 9696.00 9587.00 9700.00 9393.00 9806.00  

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.