MRCI Online
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| ScenarioSM Study for S&P MidCap 400 Index as of May 17, 2024 | ||||||||||||
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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 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 5 | |
| Closed Higher | 2 | 3 | 2 | 4 | 2 | 3 | 3 | 3 | 2 | 3 | ||
| Exceeded High | 2 | 1 | 2 | 3 | 2 | 3 | 3 | 3 | 2 | 3 | ||
| Scenario Percentage | 100% | 33% | 100% | 75% | 100% | 100% | 100% | 100% | 100% | 100% | ||
| Avg Max Increase | 10.11% | 10.33% | 7.69% | 4.71% | 3.68% | 11.46% | 9.11% | 5.50% | 8.94% | 6.19% | ||
| Max Increase | 18.21% | 10.33% | 10.79% | 5.99% | 4.92% | 22.86% | 14.49% | 11.90% | 14.64% | 7.47% | ||
| Avg Days To Max Increase | 9 | 8 | 19 | 9 | 24 | 12 | 27 | 18 | 8 | 24 | ||
| Avg Max Decline | -5.12% | -0.11% | -2.83% | -1.47% | -6.83% | -1.10% | -2.58% | -2.16% | -0.08% | -2.99% | ||
| Max Decline | -9.32% | -0.11% | -3.10% | -2.71% | -8.18% | -4.38% | -7.75% | -3.73% | -0.44% | -5.84% | ||
| Avg Days to Max Decline | 10 | 1 | 7 | 9 | 22 | 2 | 7 | 8 | 1 | 4 | ||
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
