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| ScenarioSM Study for March NASDAQ 100 E-Mini(CME) as of Aug 18, 2023 | ||||||||||||
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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 | 15 | 15 | 15 | 20 | 21 | 22 | 27 | 27 | 27 | 27 | 27 | |
| Closed Higher | 10 | 9 | 7 | 17 | 13 | 12 | 18 | 21 | 13 | 16 | 11 | |
| Exceeded High | 9 | 9 | 7 | 13 | 12 | 11 | 17 | 19 | 11 | 11 | 9 | |
| Scenario Percentage | 90% | 100% | 100% | 76% | 92% | 92% | 94% | 90% | 85% | 69% | 82% | |
| Avg Max Increase | 5.55% | 6.63% | 9.46% | 6.57% | 5.61% | 10.49% | 11.31% | 9.09% | 8.93% | 6.47% | 3.93% | |
| 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 | 14 | 22 | 28 | 17 | 19 | 20 | 17 | 17 | 17 | 13 | 10 | |
| Avg Max Decline | -1.77% | -2.85% | -1.32% | -1.76% | -2.79% | -4.16% | -1.76% | -1.96% | -2.10% | -1.43% | -1.35% | |
| Max Decline | -6.12% | -7.62% | -5.09% | -6.10% | -9.48% | -20.93% | -7.07% | -5.14% | -13.24% | -11.47% | -6.48% | |
| Avg Days to Max Decline | 9 | 21 | 13 | 14 | 17 | 9 | 5 | 10 | 7 | 5 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
