MRCI Online
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| ScenarioSM Study for March NASDAQ 100(CME) as of Jan 01, 2010 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 1 | 1 | 1 | 12 | 13 | 13 | 13 | 13 | 13 | 13 | 13 | |
| Closed Higher | 1 | 1 | 5 | 7 | 8 | 9 | 10 | 5 | 7 | 3 | ||
| Exceeded High | 1 | 1 | 4 | 6 | 8 | 8 | 10 | 4 | 2 | 2 | ||
| Scenario Percentage | 100% | 100% | 80% | 86% | 100% | 89% | 100% | 80% | 29% | 67% | ||
| Avg Max Increase | 6.93% | 1.03% | 5.17% | 9.18% | 12.56% | 18.49% | 11.44% | 11.01% | 6.99% | 9.76% | ||
| Max Increase | 6.93% | 1.03% | 9.62% | 17.17% | 29.81% | 41.20% | 35.77% | 16.77% | 12.73% | 12.19% | ||
| Avg Days To Max Increase | 5 | 5 | 10 | 19 | 25 | 17 | 15 | 13 | 14 | 14 | ||
| Avg Max Decline | 1.81% | -1.81% | -2.40% | -1.49% | -3.86% | -0.59% | -1.81% | -3.57% | 0.42% | -2.66% | ||
| Max Decline | 1.81% | -1.81% | -5.34% | -2.82% | -20.93% | -3.91% | -4.51% | -12.63% | -0.72% | -6.48% | ||
| Avg Days to Max Decline | 23 | 3 | 3 | 16 | 10 | 4 | 11 | 3 | 1 | 7 | ||
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
