MRCI Online
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| ScenarioSM Study for S & P 100(OEX) as of May 17, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 32 | 29 | 26 | 26 | 27 | 17 | 28 | 31 | 30 | 28 | 26 | |
| Exceeded High | 29 | 27 | 21 | 21 | 22 | 17 | 24 | 28 | 29 | 24 | 20 | |
| Scenario Percentage | 91% | 93% | 81% | 81% | 81% | 100% | 86% | 90% | 97% | 86% | 77% | |
| Avg Max Increase | 5.05% | 5.02% | 6.50% | 4.39% | 4.21% | 6.33% | 6.62% | 5.51% | 5.97% | 5.34% | 3.80% | |
| Max Increase | 12.09% | 13.06% | 15.37% | 11.56% | 15.80% | 19.90% | 14.70% | 14.74% | 13.37% | 13.61% | 7.32% | |
| Avg Days To Max Increase | 18 | 22 | 21 | 16 | 14 | 18 | 20 | 19 | 17 | 15 | 18 | |
| Avg Max Decline | -1.88% | -1.85% | -1.18% | -1.65% | -1.63% | -1.58% | -1.29% | -1.85% | -1.80% | -1.09% | -0.72% | |
| Max Decline | -4.51% | -5.40% | -4.86% | -5.76% | -5.63% | -7.75% | -5.57% | -5.32% | -6.34% | -5.46% | -2.25% | |
| Avg Days to Max Decline | 9 | 15 | 9 | 10 | 9 | 6 | 11 | 13 | 7 | 6 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
