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MRCI's ScenarioSM Study
ScenarioSM Study for March NASDAQ 100(CME) as of May 28, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jun Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 7 8 8 8 8 8 8 8
Closed Higher       3 4 4 6 7 3 5 3
Exceeded High       2 4 4 6 7 3 2 2
Scenario Percentage       67% 100% 100% 100% 100% 100% 40% 67%
Avg Max Increase       6.56% 8.53% 16.76% 22.21% 14.65% 12.60% 6.99% 9.41%
Max Increase       9.35% 17.17% 29.81% 41.20% 35.77% 16.77% 12.73% 12.19%
Avg Days To Max Increase       12 15 22 18 16 15 14 13
Avg Max Decline       -3.77% -1.68% -6.36% -0.40% -1.71% -4.55% 0.42% -2.59%
Max Decline       -5.34% -2.82% -20.93% -3.87% -4.51% -12.63% -0.72% -6.33%
Avg Days to Max Decline       4 21 14 5 5 4 1 7
2004 Contract Condition       Yes Yes   Yes Yes Yes Yes  
Action       Yes Yes   Yes Yes Yes Not Yet  
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jun Jun Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 7 8 8 8 8 8 8 8
Closed Lower       4 4 4 2 1 5 3 5
Penetrated Low       4 4 2 2 1 4 2 3
Scenario Percentage       100% 100% 50% 100% 100% 80% 67% 60%
Avg Max Decline       14.62% 14.52% 17.86% 21.68% 17.75% 11.88% 9.52% 7.01%
Max Decline       33.68% 23.61% 32.63% 34.04% 17.75% 20.74% 14.32% 12.18%
Avg Days To Max Decline       16 16 19 22 3 18 17 15
Avg Max Increase       -3.74% -7.00% -1.78% -3.56% -18.53% -10.53% -1.24% -3.78%
Max Increase       -9.10% -24.14% -6.08% -5.52% -18.53% -17.58% -1.68% -6.43%
Avg Days to Max Increase       7 20 1 20 11 12 3 4
2004 Contract Condition           Yes         Yes
Action           No         Yes
High     1222.00 1304.00 1347.00 1403.50 1431.00 1457.00 1477.00 1560.50 1525.00
Low     1194.50 1228.00 1215.00 1309.00 1334.50 1366.00 1376.00 1460.00 1452.00
Close/Last     1209.50 1283.50 1347.00 1309.00 1421.00 1428.50 1471.00 1495.00 1471.50