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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Sep 29, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   39 39 40 40 40 40 40 40 40 40 40
Closed Higher   33 23 27 28 25 28 21 22 22 19 26
Exceeded High   32 21 25 25 22 23 17 21 17 16 22
Scenario Percentage   97% 91% 93% 89% 88% 82% 81% 95% 77% 84% 85%
Avg Max Increase   6.83% 6.42% 5.79% 6.92% 6.87% 5.60% 6.56% 4.87% 3.73% 5.96% 5.53%
Max Increase   19.42% 15.50% 17.47% 33.15% 21.94% 14.55% 20.76% 15.65% 11.06% 15.29% 20.93%
Avg Days To Max Increase   17 17 20 20 13 18 19 16 15 20 20
Avg Max Decline   -1.46% -0.63% -1.61% -1.80% -1.84% -1.37% -1.43% -2.34% -2.14% -2.86% -0.63%
Max Decline   -6.39% -3.17% -5.34% -7.87% -10.85% -6.07% -7.11% -8.30% -7.81% -10.96% -4.26%
Avg Days to Max Decline   6 7 7 10 7 9 6 12 12 9 3
2023 Contract Condition     Yes         Yes Yes      
Action     Yes         Yes No      
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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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   39 39 40 40 40 40 40 40 40 40 40
Closed Lower   6 16 12 12 15 12 17 18 18 20 14
Penetrated Low   4 10 7 8 8 8 9 13 11 13 6
Scenario Percentage   67% 63% 58% 67% 53% 67% 53% 72% 61% 65% 43%
Avg Max Decline   11.58% 10.91% 11.96% 4.74% 6.65% 8.67% 12.68% 10.42% 9.12% 11.64% 7.23%
Max Decline   14.87% 42.43% 36.41% 8.13% 14.21% 27.60% 21.92% 23.82% 20.78% 46.75% 32.22%
Avg Days To Max Decline   19 15 14 15 17 18 17 16 16 18 8
Avg Max Increase   -2.06% -2.21% -1.53% -1.32% -1.93% -1.42% -1.22% -1.41% -3.06% -1.73% -1.19%
Max Increase   -5.71% -7.04% -4.10% -4.06% -4.32% -3.10% -3.28% -6.60% -9.97% -7.11% -3.67%
Avg Days to Max Increase   6 5 7 6 12 12 6 6 13 7 2
2023 Contract Condition   Yes   Yes Yes Yes Yes     Yes Yes  
Action   No   Yes No Yes No     Yes Not Yet  
High 9026.00 9097.00 9424.00 9749.00 9399.00 9079.00 8986.00 9412.00 9820.00 9819.00 9543.00  
Low 8129.00 8334.00 8464.00 9128.00 8466.00 8693.00 8593.00 8616.00 9146.00 9142.00 8827.00  
Close/Last 9026.00 8530.00 9424.00 9199.00 9025.00 8923.00 8642.00 9381.00 9819.00 9443.00 8951.00  

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