MRCI Online
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| ScenarioSM Study for S&P MidCap 400 Index 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 | Feb | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | ||
| Closed Higher | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |||||
| Exceeded High | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |||||
| Scenario Percentage | 100% | 100% | 100% | 100% | 100% | 100% | 100% | |||||
| Avg Max Increase | 18.21% | 10.33% | 10.79% | 5.99% | 4.92% | 22.86% | 7.66% | |||||
| Max Increase | 18.21% | 10.33% | 10.79% | 5.99% | 4.92% | 22.86% | 7.66% | |||||
| Avg Days To Max Increase | 8 | 8 | 11 | 11 | 23 | 28 | 28 | |||||
| Avg Max Decline | -9.32% | -0.11% | -3.10% | 0.07% | -8.18% | 0.83% | 0.31% | |||||
| Max Decline | -9.32% | -0.11% | -3.10% | 0.07% | -8.18% | 0.83% | 0.31% | |||||
| Avg Days to Max Decline | 14 | 1 | 9 | 3 | 24 | 2 | 2 | |||||
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
