MRCI's ScenarioSM Study

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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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		21	21	21	21	21	21	22	23	23	23	24
Closed Lower		11	8	9	4	10	11	8	9	12	8	5
Penetrated Low		8	6	5	1	9	8	7	6	9	5
Scenario Percentage		73%	75%	56%	25%	90%	73%	88%	67%	75%	63%	0%
Avg Max Decline		12.11%	10.09%	3.58%	2.82%	4.56%	6.62%	10.48%	9.15%	8.51%	8.29%
Max Decline		35.61%	28.27%	4.73%	2.82%	14.36%	15.51%	25.82%	21.70%	31.53%	20.03%
Avg Days To Max Decline		11	12	17	17	12	14	13	9	16	16
Avg Max Increase		-1.69%	-1.74%	-1.00%	-0.98%	-1.02%	-1.99%	-1.97%	-3.02%	-2.30%	-2.62%
Max Increase		-4.65%	-5.84%	-2.87%	-0.98%	-4.47%	-4.40%	-6.82%	-6.42%	-5.55%	-4.75%
Avg Days to Max Increase		3	3	8	5	4	11	5	8	9	6
2021 Contract Condition		Yes								Yes
Action		Yes								Yes
High	30232	30824	31633	32846	33885	34729	34600	34949	35429	35383	35777
Low	29165	29600	29347	30562	32837	33047	32804	33520	34383	33478	33383
Close/Last	30232	29617	30611	32694	33567	34285	34285	34710	35220	33722	35704