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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of Oct 31, 2004
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 18 18 18 18 18 18 18 18 18 18 18
Closed Higher 14 11 13 10 12 9 9 11 10 12 11
Exceeded High 10 10 10 10 11 8 8 10 10 12 11
Scenario Percentage 71% 91% 77% 100% 92% 89% 89% 91% 100% 100% 100%
Avg Max Increase 10.25% 9.78% 9.98% 10.18% 6.08% 8.57% 7.21% 7.02% 10.53% 14.33% 7.34%
Max Increase 15.28% 15.72% 17.92% 16.40% 22.93% 12.16% 10.16% 19.67% 30.89% 42.20% 26.42%
Avg Days To Max Increase 22 20 24 17 10 19 19 16 18 15 12
Avg Max Decline -2.05% -2.60% -3.51% -3.25% -1.70% -1.48% -3.31% -3.07% -5.48% -2.26% -1.37%
Max Decline -12.33% -7.30% -9.13% -8.23% -4.33% -4.08% -7.49% -6.44% -20.97% -4.99% -3.61%
Avg Days to Max Decline 3 8 10 12 6 6 8 16 10 7 3
2004 Contract Condition Yes       Yes Yes     Yes Yes Yes
Action No       Yes No     Yes Not Yet  
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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 18 18 18 18 18 18 18 18 18 18 18
Closed Lower 4 7 5 8 6 9 9 7 8 6 7
Penetrated Low 2 6 4 5 3 5 7 6 5 3 7
Scenario Percentage 50% 86% 80% 63% 50% 56% 78% 86% 63% 50% 100%
Avg Max Decline 9.37% 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 17 17 13 25 20 14 15 13 16 20 12
Avg Max Increase -1.18% -5.51% -1.46% -4.41% -4.07% -1.68% -3.28% -6.42% -3.68% -1.83% -8.68%
Max Increase -1.65% -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 3 10 6 23 6 9 8 14 3 14 18
2004 Contract Condition   Yes Yes Yes     Yes Yes      
Action   Yes No Yes     Yes No      
High 1559.50 1524.10 1494.70 1508.40 1469.20 1523.50 1514.80 1408.30 1440.80 1497.00 1494.90
Low 1458.50 1452.50 1368.10 1401.40 1372.50 1445.20 1359.30 1302.00 1360.60 1416.30 1479.90
Close/Last 1493.10 1470.40 1438.40 1401.40 1466.20 1516.60 1400.40 1368.70 1412.70 1486.70 1488.80