MRCI Online
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| ScenarioSM Study for Value Line Index as of Sep 26, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 41 | 41 | 41 | 41 | |
| Closed Higher | 22 | 22 | 19 | 26 | 29 | 33 | 24 | 27 | 28 | 25 | 28 | |
| Exceeded High | 21 | 17 | 16 | 22 | 27 | 32 | 22 | 25 | 25 | 22 | 20 | |
| Scenario Percentage | 95% | 77% | 84% | 85% | 93% | 97% | 92% | 93% | 89% | 88% | 71% | |
| Avg Max Increase | 4.87% | 3.73% | 6.05% | 8.12% | 6.32% | 6.83% | 6.28% | 5.79% | 6.92% | 6.78% | 3.79% | |
| Max Increase | 15.65% | 11.06% | 15.29% | 26.21% | 14.06% | 19.42% | 15.50% | 17.47% | 33.15% | 21.94% | 14.55% | |
| Avg Days To Max Increase | 16 | 15 | 20 | 21 | 19 | 17 | 17 | 20 | 20 | 13 | 15 | |
| Avg Max Decline | -2.34% | -2.14% | -2.86% | -1.20% | -1.86% | -1.46% | -0.62% | -1.61% | -1.80% | -1.84% | -0.33% | |
| Max Decline | -8.30% | -7.81% | -10.96% | -5.28% | -7.67% | -6.39% | -3.17% | -5.34% | -7.87% | -10.85% | -1.25% | |
| Avg Days to Max Decline | 12 | 12 | 9 | 8 | 12 | 6 | 7 | 7 | 10 | 7 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
