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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of Jan 10, 2003
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
Tested Years 16 17 17 17 17 17 17 17 17 17 17
Closed Higher 8 14 10 12 9 11 8 8 10 10 11
Exceeded High 8 10 9 9 9 10 7 7 9 10 11
Scenario Percentage 100% 71% 90% 75% 100% 91% 88% 88% 90% 100% 100%
Avg Max Increase 12.32% 10.25% 9.58% 9.09% 9.70% 5.70% 8.10% 6.79% 6.95% 10.31% 9.13%
Max Increase 26.08% 15.28% 15.72% 15.76% 16.40% 22.93% 12.16% 9.97% 19.67% 30.89% 20.49%
Avg Days To Max Increase 19 22 20 23 19 10 17 19 15 17 22
Avg Max Decline -3.30% -2.05% -2.20% -3.86% -3.50% -1.72% -1.43% -2.96% -3.09% -5.48% -1.82%
Max Decline -10.60% -12.33% -7.30% -9.13% -8.23% -4.33% -4.08% -7.49% -6.44% -20.97% -4.91%
Avg Days to Max Decline 6 3 7 11 13 6 7 8 15 10 5
2002 Contract Condition       Yes             Yes
Action       No             Yes
Copyright © 2001 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 16 17 17 17 17 17 17 17 17 17 17
Closed Lower 8 3 7 5 8 6 9 9 7 7 6
Penetrated Low 5 1 6 4 5 3 5 7 6 5 4
Scenario Percentage 63% 33% 86% 80% 63% 50% 56% 78% 86% 71% 67%
Avg Max Decline 12.38% 14.22% 11.91% 8.60% 12.88% 14.37% 11.53% 14.76% 13.37% 17.00% 40.75%
Max Decline 19.70% 14.22% 29.34% 14.29% 23.22% 28.06% 18.56% 35.32% 25.90% 38.59% 57.48%
Avg Days To Max Decline 21 22 17 13 25 20 14 15 13 16 18
Avg Max Increase -6.92% -0.70% -5.51% -1.46% -4.41% -4.07% -1.68% -3.28% -6.42% -3.68% -2.47%
Max Increase -18.36% -0.70% -15.76% -2.32% -6.71% -9.11% -4.08% -9.40% -23.92% -6.78% -5.34%
Avg Days to Max Increase 8 1 10 6 23 6 9 8 14 3 13
2002 Contract Condition Yes Yes Yes   Yes Yes Yes Yes Yes Yes  
Action Yes Yes Yes   Yes Yes Yes Yes Yes Yes  
High 1734.60 1710.20 1561.20 1573.40 1481.70 1350.50 1213.20 1066.30 1052.50 978.50 1007.70
Low 1557.20 1481.50 1329.90 1370.30 1228.90 1142.30 979.90 869.20 856.30 825.80 795.30
Close/Last 1577.40 1550.30 1359.20 1452.80 1276.30 1208.30 1051.40 962.10 942.40 832.60 989.60