MRCI Online
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| ScenarioSM Study for December E-mini DJIA Index(CBOT) as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 21 | 21 | 21 | 21 | 21 | 22 | 23 | 23 | 23 | 24 | |
| Closed Higher | 10 | 13 | 12 | 17 | 11 | 10 | 14 | 14 | 11 | 15 | 19 | |
| Exceeded High | 9 | 12 | 11 | 15 | 9 | 9 | 12 | 11 | 11 | 15 | 14 | |
| Scenario Percentage | 90% | 92% | 92% | 88% | 82% | 90% | 86% | 79% | 100% | 100% | 74% | |
| Avg Max Increase | 4.77% | 4.24% | 6.15% | 3.93% | 4.71% | 4.33% | 5.00% | 4.32% | 6.40% | 5.36% | 2.66% | |
| Max Increase | 7.52% | 9.23% | 13.32% | 13.65% | 9.13% | 12.10% | 10.91% | 6.97% | 19.59% | 12.49% | 4.65% | |
| Avg Days To Max Increase | 17 | 15 | 15 | 15 | 23 | 20 | 16 | 13 | 18 | 11 | 10 | |
| Avg Max Decline | -0.30% | -0.76% | -0.55% | -1.31% | -2.24% | -1.97% | -1.72% | -1.81% | -1.89% | -1.23% | -0.76% | |
| Max Decline | -2.63% | -4.99% | -2.49% | -7.49% | -4.73% | -4.81% | -4.89% | -7.25% | -4.88% | -6.46% | -2.71% | |
| Avg Days to Max Decline | 7 | 5 | 7 | 11 | 18 | 16 | 11 | 11 | 4 | 9 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
