MRCI Online
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| ScenarioSM Study for March NASDAQ 100(CME) as of Jan 01, 2008 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Feb | Feb | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 10 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | ||||
| Closed Higher | 4 | 5 | 7 | 8 | 10 | 4 | 7 | 3 | ||||
| Exceeded High | 3 | 5 | 7 | 8 | 10 | 3 | 2 | 2 | ||||
| Scenario Percentage | 75% | 100% | 100% | 100% | 100% | 75% | 29% | 67% | ||||
| Avg Max Increase | 4.89% | 8.71% | 13.42% | 18.49% | 11.44% | 12.60% | 6.99% | 7.75% | ||||
| Max Increase | 9.62% | 17.17% | 29.81% | 41.20% | 35.77% | 16.77% | 12.73% | 12.19% | ||||
| Avg Days To Max Increase | 9 | 17 | 24 | 17 | 15 | 15 | 14 | 12 | ||||
| Avg Max Decline | -2.45% | -1.53% | -4.46% | -0.59% | -1.81% | -4.55% | 0.42% | -2.66% | ||||
| Max Decline | -5.34% | -2.82% | -20.93% | -3.91% | -4.51% | -12.63% | -0.72% | -6.48% | ||||
| Avg Days to Max Decline | 3 | 18 | 12 | 4 | 11 | 4 | 1 | 7 | ||||
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
