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| ScenarioSM Study for March NASDAQ 100 E-Mini(CME) as of May 10, 2021 | ||||||||||||
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| 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 | 13 | 13 | 13 | 18 | 19 | 20 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 9 | 9 | 6 | 15 | 12 | 12 | 16 | 19 | 12 | 15 | 11 | |
| Exceeded High | 8 | 9 | 6 | 11 | 11 | 11 | 15 | 18 | 11 | 10 | 9 | |
| Scenario Percentage | 89% | 100% | 100% | 73% | 92% | 92% | 94% | 95% | 92% | 67% | 82% | |
| Avg Max Increase | 5.56% | 6.63% | 9.75% | 6.77% | 5.94% | 10.49% | 12.14% | 9.50% | 8.93% | 6.50% | 4.40% | |
| Max Increase | 14.74% | 15.53% | 19.63% | 14.38% | 17.19% | 29.81% | 41.20% | 35.77% | 16.77% | 12.73% | 12.27% | |
| Avg Days To Max Increase | 12 | 22 | 28 | 18 | 18 | 20 | 18 | 17 | 17 | 14 | 11 | |
| Avg Max Decline | -1.23% | -2.85% | -1.43% | -1.82% | -2.34% | -4.16% | -1.43% | -1.78% | -2.10% | -1.49% | -1.35% | |
| Max Decline | -4.25% | -7.62% | -5.09% | -6.10% | -9.48% | -20.93% | -4.40% | -4.51% | -13.24% | -11.47% | -6.48% | |
| Avg Days to Max Decline | 9 | 21 | 12 | 14 | 15 | 9 | 5 | 10 | 7 | 5 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
