MRCI Online
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| 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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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
