MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Oct 31, 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   Yes     Yes  
Action     Yes No   No   Yes     Not Yet  
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   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   Yes Yes    
Action   Yes     Yes   No   Yes Yes    
High 9996.00 10094.00 9723.00 9855.00 9708.00 9232.00 9065.00 8818.00 9356.00 8902.00 8536.00  
Low 9304.00 8899.00 8827.00 8926.00 8839.00 8181.00 7768.00 7874.00 8534.00 7663.00 7584.00  
Close/Last 9921.00 9390.00 9422.00 9583.00 8850.00 8893.00 8056.00 8803.00 8534.00 7680.00 8491.00  

Copyright © 2024 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521