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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 30, 2022
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   38 39 39 39 39 39 39 39 39 39 39
Closed Higher   23 26 27 25 27 21 21 22 19 25 28
Exceeded High   21 24 25 22 23 17 20 17 16 21 25
Scenario Percentage   91% 92% 93% 88% 85% 81% 95% 77% 84% 84% 89%
Avg Max Increase   6.42% 5.84% 6.92% 6.87% 5.60% 6.56% 4.80% 3.73% 6.05% 7.87% 3.45%
Max Increase   15.50% 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   17 19 20 13 18 19 16 15 20 22 19
Avg Max Decline   -0.63% -1.46% -1.80% -1.84% -1.37% -1.43% -2.40% -2.14% -2.86% -1.06% -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 8 4
2022 Contract Condition     Yes Yes   Yes            
Action     Yes No   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   38 39 39 39 39 39 39 39 39 39 39
Closed Lower   15 12 12 14 12 16 18 17 19 14 11
Penetrated Low   9 7 8 7 8 9 13 10 12 8 6
Scenario Percentage   60% 58% 67% 50% 67% 56% 72% 59% 63% 57% 55%
Avg Max Decline   11.45% 11.96% 4.74% 5.85% 8.67% 12.68% 10.42% 8.92% 12.51% 7.68% 2.18%
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 11
Avg Max Increase   -2.06% -1.53% -1.32% -1.59% -1.42% -1.22% -1.41% -2.93% -1.28% -1.83% -2.01%
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 4
2022 Contract Condition   Yes     Yes   Yes          
Action   Yes     Yes   Not Yet          
High 9996.00 10094.00 9723.00 9855.00 9708.00 9232.00 9065.00          
Low 9304.00 8899.00 8827.00 8926.00 8839.00 8181.00 7768.00          
Close/Last 9921.00 9390.00 9422.00 9583.00 8850.00 8893.00 8056.00          

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