MRCI Online
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| ScenarioSM Study for NASDAQ Composite Index as of Jan 01, 2009 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 12 | 13 | 13 | 13 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | |
| Closed Higher | 8 | 4 | 6 | 8 | 8 | 8 | 5 | 8 | 8 | 8 | 10 | |
| Exceeded High | 5 | 4 | 5 | 7 | 8 | 6 | 5 | 7 | 8 | 6 | 7 | |
| Scenario Percentage | 63% | 100% | 83% | 88% | 100% | 75% | 100% | 88% | 100% | 75% | 70% | |
| Avg Max Increase | 4.93% | 9.90% | 8.40% | 8.95% | 7.47% | 9.76% | 6.21% | 7.86% | 9.70% | 17.79% | 7.48% | |
| Max Increase | 13.67% | 12.12% | 19.09% | 16.38% | 18.33% | 13.62% | 10.30% | 12.37% | 26.34% | 37.90% | 22.62% | |
| Avg Days To Max Increase | 20 | 22 | 25 | 18 | 20 | 19 | 14 | 18 | 20 | 20 | 15 | |
| Avg Max Decline | -0.77% | -2.93% | -1.93% | -1.96% | -1.23% | -1.29% | -2.55% | -1.48% | -4.16% | -0.98% | -1.21% | |
| Max Decline | -2.86% | -6.30% | -5.34% | -8.01% | -2.29% | -3.68% | -5.42% | -3.92% | -20.66% | -2.80% | -3.71% | |
| Avg Days to Max Decline | 5 | 6 | 8 | 12 | 6 | 2 | 6 | 14 | 10 | 4 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
