MRCI Online
|
| ScenarioSM Study for NASDAQ 100 Index as of Jan 01, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Nov |
| Tested Years | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 25 | |
| Closed Higher | 17 | 11 | 16 | 13 | 17 | 12 | 12 | 15 | 15 | 15 | 16 | |
| Exceeded High | 11 | 10 | 13 | 13 | 16 | 10 | 11 | 13 | 15 | 14 | 15 | |
| Scenario Percentage | 65% | 91% | 81% | 100% | 94% | 83% | 92% | 87% | 100% | 93% | 94% | |
| Avg Max Increase | 9.61% | 9.90% | 9.91% | 9.39% | 6.10% | 8.81% | 6.84% | 7.92% | 9.85% | 13.39% | 6.64% | |
| Max Increase | 15.29% | 15.72% | 17.94% | 16.40% | 22.95% | 12.91% | 10.16% | 19.67% | 30.90% | 42.20% | 26.42% | |
| Avg Days To Max Increase | 22 | 20 | 21 | 16 | 14 | 20 | 17 | 18 | 20 | 15 | 13 | |
| Avg Max Decline | -1.94% | -2.60% | -2.90% | -3.00% | -2.18% | -1.70% | -2.88% | -2.83% | -4.38% | -2.13% | -1.04% | |
| Max Decline | -12.33% | -7.29% | -9.12% | -8.23% | -4.49% | -5.58% | -7.48% | -6.44% | -20.96% | -5.04% | -3.62% | |
| Avg Days to Max Decline | 4 | 5 | 8 | 10 | 11 | 5 | 8 | 14 | 11 | 7 | 3 | |
| 2019 Contract Condition | ||||||||||||
| Action | ||||||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
