MRCI Online
|
| ScenarioSM Study for June NASDAQ 100 E-Mini(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 14 | 14 | 14 | 19 | 19 | 20 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 13 | 9 | 7 | 11 | 13 | 10 | 15 | 12 | 15 | 17 | 14 | |
| Exceeded High | 10 | 8 | 6 | 9 | 12 | 10 | 10 | 12 | 13 | 12 | 11 | |
| Scenario Percentage | 77% | 89% | 86% | 82% | 92% | 100% | 67% | 100% | 87% | 71% | 79% | |
| Avg Max Increase | 6.93% | 4.58% | 6.60% | 13.20% | 11.19% | 9.11% | 7.22% | 7.60% | 7.50% | 8.06% | 3.16% | |
| Max Increase | 14.16% | 11.36% | 9.55% | 41.49% | 34.98% | 16.63% | 13.47% | 15.79% | 17.78% | 14.31% | 6.23% | |
| Avg Days To Max Increase | 19 | 20 | 22 | 22 | 20 | 17 | 21 | 23 | 23 | 13 | 9 | |
| Avg Max Decline | -1.55% | -2.45% | -2.08% | -0.89% | -1.08% | -1.93% | -2.37% | -3.17% | -1.65% | -2.14% | -1.35% | |
| Max Decline | -5.19% | -9.39% | -3.81% | -3.76% | -3.54% | -12.11% | -11.60% | -6.92% | -7.29% | -6.75% | -3.01% | |
| Avg Days to Max Decline | 16 | 14 | 5 | 5 | 8 | 7 | 8 | 10 | 6 | 6 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
