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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of May 09, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   38 38 38 38 38 38 38 39 39 39 39
Closed Higher   23 25 19 26 22 20 24 27 20 27 20
Exceeded High   20 24 17 21 20 19 22 25 18 21 17
Scenario Percentage   87% 96% 89% 81% 91% 95% 92% 93% 90% 78% 85%
Avg Max Increase   8.99% 6.53% 8.66% 6.72% 6.07% 9.27% 10.53% 9.28% 9.51% 16.42% 7.83%
Max Increase   16.40% 22.95% 19.79% 14.06% 19.67% 30.90% 42.20% 36.61% 26.06% 176.29% 39.58%
Avg Days To Max Increase   16 17 22 17 19 20 17 18 19 22 21
Avg Max Decline   -2.68% -2.37% -1.39% -2.30% -3.14% -4.03% -6.55% -2.37% -2.35% -1.49% -1.91%
Max Decline   -8.23% -7.61% -5.58% -7.48% -9.34% -20.96% -99.12% -11.30% -10.60% -12.33% -7.36%
Avg Days to Max Decline   9 14 6 12 15 10 7 13 8 6 6
2024 Contract Condition   Yes Yes Yes Yes       Yes   Yes Yes
Action   Yes Yes Yes No       Yes   Yes Yes
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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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   38 38 38 38 38 38 38 39 39 39 39
Closed Lower   15 13 19 12 16 18 14 12 19 12 19
Penetrated Low   10 9 12 9 9 12 10 6 11 9 14
Scenario Percentage   67% 69% 63% 75% 56% 67% 71% 50% 58% 75% 74%
Avg Max Decline   10.57% 9.60% 8.36% 12.98% 12.07% 21.69% 19.66% 12.32% 9.69% 7.83% 7.52%
Max Decline   23.28% 28.08% 18.55% 35.33% 25.91% 99.05% 99.76% 18.96% 19.70% 14.21% 19.97%
Avg Days To Max Decline   20 13 12 15 14 16 14 13 15 13 18
Avg Max Increase   -3.69% -2.35% -2.10% -2.98% -5.07% -3.47% -3.11% -4.64% -4.66% -2.30% -2.33%
Max Increase   -6.74% -9.11% -6.76% -9.38% -23.92% -11.16% -13.49% -19.32% -18.36% -9.02% -6.34%
Avg Days to Max Increase   17 5 9 7 12 7 10 6 6 4 5
2024 Contract Condition           Yes Yes Yes   Yes    
Action           Yes Yes Yes   No    
High 13188.75 13247.25 14518.50 15284.50 15932.00 15748.25 15618.00 15333.75 16164.75 16354.25 1281.25 1707.50
Low 11695.25 12724.50 12938.25 14223.75 14924.50 14557.75 14432.50 14058.25 14443.00 35.25 69.00 791.75
Close/Last 13181.25 13245.75 14254.00 15179.00 15757.00 15501.00 14715.00 14409.75 15947.75 441.75 753.00 1659.75

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