MRCI Online
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| ScenarioSM Study for June 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 11 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | ||||
| Closed Higher | 8 | 10 | 4 | 7 | 3 | 7 | 6 | 5 | ||||
| Exceeded High | 8 | 9 | 3 | 2 | 3 | 5 | 4 | 4 | ||||
| Scenario Percentage | 100% | 90% | 75% | 29% | 100% | 71% | 67% | 80% | ||||
| Avg Max Increase | 17.84% | 11.87% | 12.25% | 7.66% | 11.60% | 8.52% | 10.47% | 2.59% | ||||
| Max Increase | 41.49% | 34.98% | 16.63% | 13.88% | 15.74% | 17.83% | 14.35% | 5.67% | ||||
| Avg Days To Max Increase | 23 | 18 | 17 | 28 | 25 | 23 | 14 | 4 | ||||
| Avg Max Decline | -0.46% | -0.99% | -3.64% | -4.62% | -4.87% | -2.54% | -1.77% | -0.91% | ||||
| Max Decline | -3.86% | -3.11% | -11.66% | -11.60% | -6.22% | -7.29% | -5.12% | -1.70% | ||||
| Avg Days to Max Decline | 4 | 10 | 4 | 17 | 11 | 6 | 4 | 1 | ||||
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
