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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of May 20, 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   41 41 41 41 41 41 41 41 41 41 42
Closed Higher   25 28 22 23 22 19 26 30 34 24 28
Exceeded High   22 23 18 21 17 16 22 28 33 22 23
Scenario Percentage   88% 82% 82% 91% 77% 84% 85% 93% 97% 92% 82%
Avg Max Increase   6.87% 5.60% 6.46% 4.87% 3.73% 6.05% 8.12% 6.46% 6.66% 6.28% 4.16%
Max Increase   21.94% 14.55% 20.76% 15.65% 11.06% 15.29% 26.21% 14.06% 19.42% 15.50% 9.36%
Avg Days To Max Increase   13 18 19 16 15 20 21 20 17 17 18
Avg Max Decline   -1.84% -1.37% -1.49% -2.34% -2.14% -2.86% -1.20% -1.80% -1.56% -0.62% -0.83%
Max Decline   -10.85% -6.07% -7.11% -8.30% -7.81% -10.96% -5.28% -7.67% -6.39% -3.17% -5.26%
Avg Days to Max Decline   7 9 6 12 12 9 8 12 6 7 4
2024 Contract Condition       Yes Yes       Yes Yes   Yes
Action       Yes No       Yes Yes   Yes
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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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   41 41 41 41 41 41 41 41 41 41 42
Closed Lower   16 13 17 18 19 21 15 11 7 17 13
Penetrated Low   9 8 9 13 12 14 8 7 4 10 8
Scenario Percentage   56% 62% 53% 72% 63% 67% 53% 64% 57% 59% 62%
Avg Max Decline   6.32% 8.67% 12.68% 10.42% 9.37% 11.33% 7.68% 4.69% 11.58% 10.91% 11.05%
Max Decline   14.21% 27.60% 21.92% 23.82% 20.78% 46.75% 32.22% 15.48% 14.87% 42.43% 36.41%
Avg Days To Max Decline   19 18 17 16 17 19 11 14 19 15 19
Avg Max Increase   -1.79% -1.42% -1.22% -1.41% -2.89% -1.62% -1.83% -2.58% -2.06% -2.21% -1.61%
Max Increase   -4.32% -3.10% -3.28% -6.60% -9.97% -7.11% -4.35% -7.22% -5.71% -7.04% -4.10%
Avg Days to Max Increase   10 12 6 6 12 8 7 9 6 5 6
2024 Contract Condition   Yes Yes     Yes Yes Yes     Yes  
Action   Yes No     Yes Yes No     Not Yet  
High 9399.00 9079.00 8986.00 9412.00 9820.00 9819.00 9543.00 8975.00 9231.00 10125.00 10041.00 10201.00
Low 8466.00 8693.00 8593.00 8616.00 9146.00 9142.00 8827.00 8297.00 8374.00 9157.00 9532.00 9694.00
Close/Last 9025.00 8923.00 8642.00 9381.00 9819.00 9443.00 8951.00 8431.00 9179.00 10018.00 9768.00 10155.00

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