MRCI Online
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| ScenarioSM Study for March E-mini DJIA Index(CBOT) as of Jun 08, 2020 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 19 | 19 | 19 | 20 | 20 | 21 | 22 | 23 | 23 | 23 | 23 | |
| Closed Higher | 16 | 10 | 8 | 12 | 12 | 11 | 15 | 18 | 17 | 11 | 14 | |
| Exceeded High | 13 | 8 | 7 | 9 | 9 | 10 | 15 | 16 | 15 | 9 | 11 | |
| Scenario Percentage | 81% | 80% | 88% | 75% | 75% | 91% | 100% | 89% | 88% | 82% | 79% | |
| Avg Max Increase | 3.20% | 4.10% | 3.41% | 4.61% | 4.48% | 6.87% | 6.19% | 4.93% | 4.83% | 4.77% | 3.00% | |
| Max Increase | 8.12% | 8.90% | 4.57% | 8.50% | 7.06% | 19.70% | 12.55% | 9.91% | 8.49% | 7.15% | 5.76% | |
| Avg Days To Max Increase | 12 | 25 | 17 | 19 | 16 | 19 | 21 | 19 | 18 | 16 | 11 | |
| Avg Max Decline | -0.65% | -2.19% | -1.31% | -1.57% | -1.50% | -1.91% | -1.25% | -1.53% | -1.48% | -0.72% | -0.70% | |
| Max Decline | -7.15% | -4.56% | -3.55% | -4.88% | -7.04% | -4.85% | -6.33% | -4.91% | -7.11% | -2.72% | -2.12% | |
| Avg Days to Max Decline | 6 | 20 | 14 | 12 | 10 | 4 | 11 | 10 | 8 | 7 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
