MRCI Online
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| ScenarioSM Study for NASDAQ Composite Index as of Jan 01, 2007 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 10 | 11 | 11 | 11 | 12 | 12 | 12 | 12 | 12 | 12 | 12 | |
| Closed Higher | 7 | 4 | 5 | 6 | 6 | 8 | 4 | 6 | 7 | 7 | 10 | |
| Exceeded High | 4 | 4 | 4 | 5 | 6 | 6 | 4 | 6 | 7 | 6 | 7 | |
| Scenario Percentage | 57% | 100% | 80% | 83% | 100% | 75% | 100% | 100% | 100% | 86% | 70% | |
| Avg Max Increase | 5.54% | 9.90% | 8.61% | 10.59% | 9.04% | 9.76% | 6.38% | 7.48% | 10.26% | 17.79% | 7.48% | |
| Max Increase | 13.67% | 12.12% | 19.09% | 16.38% | 18.33% | 13.62% | 10.30% | 12.37% | 26.34% | 37.90% | 22.62% | |
| Avg Days To Max Increase | 19 | 22 | 24 | 20 | 23 | 19 | 14 | 16 | 18 | 20 | 15 | |
| Avg Max Decline | -0.82% | -2.93% | -2.42% | -3.01% | -0.98% | -1.29% | -2.76% | -1.49% | -4.88% | -0.98% | -1.21% | |
| Max Decline | -2.86% | -6.30% | -5.34% | -8.01% | -1.77% | -3.68% | -5.42% | -3.92% | -20.66% | -2.80% | -3.71% | |
| Avg Days to Max Decline | 4 | 6 | 10 | 10 | 7 | 2 | 7 | 15 | 9 | 4 | 3 | |
| 2006 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.
