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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September E-mini DJIA Index(CBOT) as of Jan 21, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   18 19 21 22 22 22 23 24 24 24 24
Closed Higher   10 15 16 10 14 13 19 14 10 15 15
Exceeded High   10 14 14 9 12 13 18 11 9 12 10
Scenario Percentage   100% 93% 88% 90% 86% 100% 95% 79% 90% 80% 67%
Avg Max Increase   5.70% 4.43% 5.00% 4.84% 5.19% 6.04% 4.32% 4.64% 4.83% 4.32% 1.92%
Max Increase   9.27% 10.33% 8.07% 7.61% 10.85% 13.52% 13.83% 9.18% 12.04% 10.87% 4.37%
Avg Days To Max Increase   23 19 20 18 17 13 12 23 20 10 9
Avg Max Decline   -0.85% -1.20% -1.16% -0.42% -1.20% -1.20% -1.41% -2.53% -1.60% -0.91% -0.94%
Max Decline   -6.06% -4.88% -6.63% -2.60% -5.62% -3.65% -7.44% -4.88% -4.31% -2.66% -2.52%
Avg Days to Max Decline   12 9 10 7 6 6 9 17 13 6 4
2021 Contract Condition     Yes Yes   Yes Yes Yes Yes   Yes Yes
Action     Yes Yes   Yes Yes Yes Yes   Yes Not Yet
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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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   18 19 21 22 22 22 23 24 24 24 24
Closed Lower   8 4 5 12 8 9 4 10 14 9 9
Penetrated Low   5 1 4 9 6 5 1 9 10 7 2
Scenario Percentage   63% 25% 80% 75% 75% 56% 25% 90% 71% 78% 22%
Avg Max Decline   9.71% 11.81% 10.11% 11.00% 10.31% 3.73% 3.40% 4.69% 7.97% 7.86% 4.27%
Max Decline   20.21% 11.81% 19.05% 36.11% 28.83% 4.76% 3.40% 14.45% 19.22% 17.44% 6.86%
Avg Days To Max Decline   19 22 20 10 13 16 12 12 16 8 6
Avg Max Increase   -1.92% -2.41% -0.71% -1.67% -1.46% -1.28% -1.70% -1.45% -1.93% -1.28% -3.98%
Max Increase   -4.42% -2.41% -3.04% -4.65% -6.27% -2.95% -1.70% -4.64% -4.29% -3.50% -5.81%
Avg Days to Max Increase   6 10 5 3 4 10 4 5 10 3 2
2021 Contract Condition   Yes     Yes         Yes    
Action   No     Yes         No    
High 27575 28548 29712 30334 30928 31751 33009 34029 34883 34721 35072 35547
Low 26464 25836 26055 29196 29600 29352 30370 32737 33104 32902 33623 34494
Close/Last 27441 26186 29327 30334 29717 30698 32785 33658 34402 34399 34832 35340

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.