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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of Sep 29, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   37 37 37 37 37 37 37 37 37 37 37
Closed Higher   20 25 19 24 22 24 18 25 22 20 24
Exceeded High   18 19 18 20 19 23 16 21 20 19 22
Scenario Percentage   90% 76% 95% 83% 86% 96% 89% 84% 91% 95% 92%
Avg Max Increase   9.51% 8.52% 8.12% 8.33% 8.65% 6.30% 8.89% 6.72% 6.07% 9.25% 6.67%
Max Increase   26.06% 15.29% 15.72% 17.94% 16.40% 22.95% 19.79% 14.06% 19.67% 30.90% 20.48%
Avg Days To Max Increase   19 21 21 21 16 17 22 17 19 20 21
Avg Max Decline   -2.35% -1.74% -2.40% -2.13% -2.70% -2.47% -1.37% -2.30% -3.14% -4.03% -6.00%
Max Decline   -10.60% -12.33% -7.29% -9.12% -8.23% -7.61% -5.58% -7.48% -9.34% -20.96% -99.12%
Avg Days to Max Decline   8 5 7 7 9 15 6 12 15 10 4
2023 Contract Condition     Yes   Yes Yes Yes Yes Yes      
Action     Yes   Yes Yes Yes Yes No      
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   37 37 37 37 37 37 37 37 37 37 37
Closed Lower   17 12 18 13 15 13 19 12 15 17 13
Penetrated Low   11 9 15 7 10 9 12 9 8 11 8
Scenario Percentage   65% 75% 83% 54% 67% 69% 63% 75% 53% 65% 62%
Avg Max Decline   9.69% 7.83% 9.36% 7.05% 10.57% 9.60% 8.36% 12.98% 12.42% 23.01% 9.02%
Max Decline   19.70% 14.21% 29.33% 14.29% 23.28% 28.08% 18.55% 35.33% 25.91% 99.05% 23.67%
Avg Days To Max Decline   15 13 16 14 20 13 12 15 13 15 14
Avg Max Increase   -4.66% -2.30% -3.72% -1.59% -3.69% -2.35% -2.10% -2.98% -5.61% -3.41% -1.90%
Max Increase   -18.36% -9.02% -15.77% -2.98% -6.74% -9.11% -6.76% -9.38% -23.92% -11.16% -3.58%
Avg Days to Max Increase   6 4 7 5 17 5 9 7 14 7 3
2023 Contract Condition   Yes   Yes           Yes Yes  
Action   No   Yes           Yes Not Yet  
High 12030.00 12161.25 12248.00 12880.75 13188.75 13247.25 14518.50 15284.50 15932.00 15748.25 15618.00  
Low 10632.25 10671.00 10696.25 11900.75 11695.25 12724.50 12938.25 14223.75 14924.50 14557.75 14432.50  
Close/Last 12030.00 10939.75 12101.75 12042.00 13181.25 13245.75 14254.00 15179.00 15757.00 15501.00 14715.00  

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