MRCI Online
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| ScenarioSM Study for June E-mini DJIA Index(CBOT) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 20 | 21 | 21 | 21 | 23 | 23 | 24 | 24 | 24 | 24 | 25 | |
| Closed Higher | 14 | 14 | 11 | 13 | 16 | 18 | 11 | 14 | 15 | 19 | 14 | |
| Exceeded High | 11 | 11 | 11 | 13 | 14 | 16 | 9 | 13 | 15 | 16 | 9 | |
| Scenario Percentage | 79% | 79% | 100% | 100% | 88% | 89% | 82% | 93% | 100% | 84% | 64% | |
| Avg Max Increase | 4.69% | 3.80% | 6.20% | 5.21% | 4.86% | 4.66% | 4.91% | 4.90% | 6.20% | 4.55% | 3.14% | |
| Max Increase | 10.26% | 7.01% | 19.74% | 9.57% | 10.13% | 8.53% | 7.60% | 10.86% | 13.47% | 14.01% | 8.85% | |
| Avg Days To Max Increase | 16 | 14 | 18 | 24 | 21 | 19 | 20 | 16 | 16 | 10 | 9 | |
| Avg Max Decline | -1.06% | -1.38% | -1.40% | -1.11% | -1.39% | -1.44% | -0.90% | -1.38% | -1.28% | -1.10% | -0.34% | |
| Max Decline | -4.46% | -5.91% | -4.18% | -6.03% | -4.88% | -7.19% | -2.75% | -5.75% | -3.76% | -6.30% | -1.14% | |
| Avg Days to Max Decline | 9 | 11 | 4 | 11 | 12 | 10 | 12 | 5 | 6 | 5 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
