Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Oct 31, 2024
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   40 41 41 41 41 41 41 41 41 41 41
Closed Higher   24 27 28 25 28 22 23 22 19 26 30
Exceeded High   22 25 25 22 23 18 21 17 16 22 27
Scenario Percentage   92% 93% 89% 88% 82% 82% 91% 77% 84% 85% 90%
Avg Max Increase   6.28% 5.79% 6.92% 6.87% 5.60% 6.46% 4.87% 3.73% 6.05% 7.83% 3.60%
Max Increase   15.50% 17.47% 33.15% 21.94% 14.55% 20.76% 15.65% 11.06% 15.29% 26.21% 10.31%
Avg Days To Max Increase   17 20 20 13 18 19 16 15 20 21 19
Avg Max Decline   -0.62% -1.61% -1.80% -1.84% -1.37% -1.49% -2.34% -2.14% -2.86% -1.20% -0.98%
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 12 12 9 8 4
2024 Contract Condition     Yes Yes   Yes   Yes   Yes    
Action     Yes No   Yes   Yes   Yes    
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   40 41 41 41 41 41 41 41 41 41 41
Closed Lower   16 13 13 16 13 17 18 19 21 15 11
Penetrated Low   10 8 8 9 8 9 13 12 14 8 6
Scenario Percentage   63% 62% 62% 56% 62% 53% 72% 63% 67% 53% 55%
Avg Max Decline   10.91% 11.46% 4.74% 6.32% 8.67% 12.68% 10.42% 9.37% 11.33% 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   15 15 15 19 18 17 16 17 19 11 11
Avg Max Increase   -2.21% -1.61% -1.32% -1.79% -1.42% -1.22% -1.41% -2.89% -1.62% -1.83% -2.01%
Max Increase   -7.04% -4.10% -4.06% -4.32% -3.10% -3.28% -6.60% -9.97% -7.11% -4.35% -7.22%
Avg Days to Max Increase   5 6 6 10 12 6 6 12 8 7 4
2024 Contract Condition   Yes     Yes   Yes   Yes   Yes  
Action   No     No   Yes   No   Not Yet  
High 10125.00 10041.00 10201.00 10578.00 10563.00 10559.00 10406.00 10940.00 10842.00 11122.00 11228.00  
Low 9157.00 9532.00 9694.00 10087.00 9802.00 9922.00 9991.00 10051.00 9856.00 10205.00 10838.00  
Close/Last 10018.00 9768.00 10155.00 10551.00 9953.00 10349.00 10158.00 10794.00 10779.00 11050.00 10869.00  

Banner

Newsflash

Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9