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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of Dec 25, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 17 17 17 17 17 17 17 17 17 17 17
Closed Higher 14 10 12 9 11 8 8 10 10 11 10
Exceeded High 10 9 9 9 10 7 7 9 10 11 10
Scenario Percentage 71% 90% 75% 100% 91% 88% 88% 90% 100% 100% 100%
Avg Max Increase 10.25% 9.58% 9.09% 9.70% 5.70% 8.10% 6.79% 6.95% 10.53% 15.28% 7.75%
Max Increase 15.28% 15.72% 15.76% 16.40% 22.93% 12.16% 9.97% 19.67% 30.89% 42.20% 26.42%
Avg Days To Max Increase 22 20 23 19 10 17 19 15 18 13 11
Avg Max Decline -2.05% -2.20% -3.86% -3.50% -1.72% -1.43% -2.96% -3.09% -5.48% -2.08% -1.15%
Max Decline -12.33% -7.30% -9.13% -8.23% -4.33% -4.08% -7.49% -6.44% -20.97% -4.99% -3.47%
Avg Days to Max Decline 3 7 11 13 6 7 8 15 10 6 2
2003 Contract Condition   Yes Yes Yes Yes Yes Yes Yes   Yes Yes
Action   Yes Yes Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 17 17 17 17 17 17 17 17 17 17 17
Closed Lower 3 7 5 8 6 9 9 7 7 6 7
Penetrated Low 1 6 4 5 3 5 7 6 5 3 7
Scenario Percentage 33% 86% 80% 63% 50% 56% 78% 86% 71% 50% 100%
Avg Max Decline 14.22% 11.91% 8.60% 12.88% 14.37% 11.53% 14.76% 13.37% 17.53% 15.63% 24.15%
Max Decline 14.22% 29.34% 14.29% 23.22% 28.06% 18.56% 35.32% 25.90% 38.59% 33.74% 38.75%
Avg Days To Max Decline 22 17 13 25 20 14 15 13 16 20 12
Avg Max Increase -0.70% -5.51% -1.46% -4.41% -4.07% -1.68% -3.28% -6.42% -3.68% -1.83% -8.68%
Max Increase -0.70% -15.76% -2.32% -6.71% -9.11% -4.08% -9.40% -23.92% -6.78% -2.66% -19.32%
Avg Days to Max Increase 1 10 6 23 6 9 8 14 3 14 18
2003 Contract Condition Yes               Yes    
Action Yes               No    
High 1104.30 1019.30 1099.60 1126.60 1201.30 1265.70 1316.40 1344.70 1406.60 1443.20 1453.50
Low 968.30 938.50 946.80 1015.50 1094.40 1180.00 1180.10 1204.30 1302.30 1306.30 1357.30
Close/Last 983.00 1009.70 1018.70 1106.10 1197.90 1201.70 1276.90 1341.20 1303.70 1416.40 1424.30