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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of Oct 29, 2021
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   35 35 35 35 35 35 35 35 35 35 36
Closed Higher   24 19 22 21 24 17 23 21 20 22 24
Exceeded High   18 18 19 18 23 15 19 19 19 20 22
Scenario Percentage   75% 95% 86% 86% 96% 88% 83% 90% 95% 91% 92%
Avg Max Increase   8.58% 8.12% 8.37% 8.84% 6.30% 9.00% 6.85% 6.30% 9.27% 10.95% 5.54%
Max Increase   15.29% 15.72% 17.94% 16.40% 22.95% 19.79% 14.06% 19.67% 30.90% 42.20% 26.42%
Avg Days To Max Increase   22 21 21 16 17 22 18 18 20 17 16
Avg Max Decline   -1.87% -2.40% -2.31% -2.49% -2.47% -1.41% -2.43% -2.90% -4.03% -1.91% -1.20%
Max Decline   -12.33% -7.29% -9.12% -8.23% -7.61% -5.58% -7.48% -9.34% -20.96% -5.04% -3.62%
Avg Days to Max Decline   5 7 8 9 15 5 12 14 10 7 4
2021 Contract Condition   Yes   Yes Yes   Yes Yes Yes   Yes  
Action   Yes   Yes Yes   Yes Yes Yes   Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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 Nov
Tested Years   35 35 35 35 35 35 35 35 35 35 36
Closed Lower   11 16 13 14 11 18 12 14 15 13 12
Penetrated Low   8 13 7 9 8 12 9 7 9 9 5
Scenario Percentage   73% 81% 54% 64% 73% 67% 75% 50% 60% 69% 42%
Avg Max Decline   7.21% 9.62% 7.05% 10.17% 9.22% 8.36% 12.98% 12.07% 16.88% 10.76% 9.82%
Max Decline   14.21% 29.33% 14.29% 23.28% 28.08% 18.55% 35.33% 25.91% 38.56% 33.74% 15.17%
Avg Days To Max Decline   13 16 14 20 12 12 15 13 15 14 15
Avg Max Increase   -2.36% -3.50% -1.59% -3.50% -2.42% -2.10% -2.98% -5.85% -2.23% -1.95% -5.01%
Max Increase   -9.02% -15.77% -2.98% -6.74% -9.11% -6.76% -9.38% -23.92% -6.78% -3.58% -19.32%
Avg Days to Max Increase   4 6 5 18 5 9 7 14 3 6 5
2021 Contract Condition     Yes     Yes       Yes    
Action     Yes     No       Yes    
High 12925.50 13563.50 13879.75 13301.50 14067.00 13955.00 14582.25 15142.25 15620.50 15701.25 15854.75  
Low 12226.00 12537.50 12767.75 12208.25 13255.75 12967.00 13469.75 14455.00 14774.00 14684.50 14384.75  
Close/Last 12888.25 12925.25 12909.25 13091.25 13860.75 13686.50 14554.75 14959.75 15582.50 14689.50 15850.25  

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