|
ScenarioSM Study for March NASDAQ 100(CME) as of Dec 30, 2011 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3 | 3 | 3 | 14 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | |
Closed Higher | 3 | 2 | 1 | 7 | 8 | 10 | 10 | 11 | 7 | 8 | 5 | |
Exceeded High | 2 | 2 | 1 | 6 | 7 | 10 | 9 | 11 | 6 | 3 | 3 | |
Scenario Percentage | 67% | 100% | 100% | 86% | 88% | 100% | 90% | 100% | 86% | 38% | 60% | |
Avg Max Increase | 7.29% | 6.21% | 11.21% | 6.27% | 9.22% | 11.57% | 17.06% | 11.09% | 9.12% | 6.47% | 7.30% | |
Max Increase | 7.65% | 11.39% | 11.21% | 9.62% | 17.17% | 29.81% | 41.20% | 35.77% | 16.77% | 12.73% | 12.19% | |
Avg Days To Max Increase | 7 | 17 | 28 | 15 | 19 | 22 | 18 | 15 | 13 | 14 | 13 | |
Avg Max Decline | -0.91% | -2.14% | -4.73% | -2.85% | -1.60% | -3.56% | -0.70% | -1.68% | -2.29% | 0.30% | -1.70% | |
Max Decline | -3.63% | -2.47% | -4.73% | -5.34% | -2.82% | -20.93% | -3.91% | -4.51% | -12.63% | -0.72% | -6.48% | |
Avg Days to Max Decline | 18 | 20 | 8 | 10 | 14 | 9 | 6 | 11 | 4 | 1 | 5 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet |
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.