MRCI Online
|
| ScenarioSM Study for NASDAQ 100 Index as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 35 | |
| Closed Higher | 23 | 19 | 22 | 20 | 23 | 16 | 22 | 20 | 20 | 22 | 23 | |
| Exceeded High | 17 | 18 | 19 | 17 | 22 | 14 | 18 | 18 | 19 | 20 | 21 | |
| Scenario Percentage | 74% | 95% | 86% | 85% | 96% | 88% | 82% | 90% | 95% | 91% | 91% | |
| Avg Max Increase | 8.60% | 8.12% | 8.37% | 8.51% | 5.87% | 8.23% | 6.45% | 6.50% | 9.27% | 10.95% | 5.55% | |
| 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 | 21 | 21 | 15 | 17 | 21 | 19 | 19 | 20 | 17 | 15 | |
| Avg Max Decline | -2.00% | -2.40% | -2.31% | -2.42% | -2.55% | -1.51% | -2.54% | -3.07% | -4.03% | -1.91% | -1.24% | |
| Max Decline | -12.33% | -7.29% | -9.12% | -8.23% | -7.61% | -5.58% | -7.48% | -9.37% | -20.96% | -5.04% | -3.62% | |
| Avg Days to Max Decline | 5 | 7 | 8 | 9 | 15 | 5 | 12 | 15 | 10 | 7 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | No | Yes | No | Yes | Yes | Yes | |||
| 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.
