MRCI's ScenarioSM Study

ScenarioSM Study for March NASDAQ 100(CME) as of Jan 01, 2014
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		5	5	5	16	17	17	17	17	17	17	17
Closed Higher		4	2	2	9	9	11	11	12	7	10	7
Exceeded High		3	2	2	7	8	10	9	12	6	5	5
Scenario Percentage		75%	100%	100%	78%	89%	91%	82%	100%	86%	50%	71%
Avg Max Increase		4.98%	6.21%	8.92%	6.66%	8.53%	11.57%	17.06%	10.46%	9.12%	6.44%	5.14%
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		8	17	27	15	20	22	18	15	13	13	11
Avg Max Decline		-0.99%	-2.14%	-3.76%	-2.54%	-1.41%	-3.56%	-0.70%	-1.81%	-2.29%	-0.18%	-1.64%
Max Decline		-3.63%	-2.47%	-4.73%	-5.34%	-2.82%	-20.93%	-3.91%	-4.51%	-12.63%	-1.36%	-6.48%
Avg Days to Max Decline		14	20	10	9	13	9	6	12	4	6	4
2013 Contract Condition				Yes	Yes	Yes	Yes		Yes		Yes	Yes
Action				Yes	Yes	Yes	No		Yes		Yes	Yes

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb
Tested Years		5	5	5	16	17	17	17	17	17	17	17
Closed Lower		1	3	3	7	8	6	6	5	10	7	10
Penetrated Low		1	3	3	6	5	4	4	2	7	5	7
Scenario Percentage		100%	100%	100%	86%	63%	67%	67%	40%	70%	71%	70%
Avg Max Decline		9.78%	5.78%	5.29%	11.66%	12.50%	18.87%	17.54%	18.73%	9.94%	8.47%	5.53%
Max Decline		9.78%	7.60%	12.27%	33.68%	23.61%	35.45%	34.04%	19.72%	20.74%	14.32%	12.18%
Avg Days To Max Decline		1	6	8	15	15	15	20	13	19	12	9
Avg Max Increase		-0.31%	-0.45%	-1.86%	-3.04%	-5.95%	-0.55%	-3.01%	-10.64%	-7.85%	-3.24%	-2.03%
Max Increase		-0.31%	-3.25%	-4.55%	-9.10%	-24.14%	-6.08%	-5.52%	-18.53%	-17.58%	-9.13%	-6.43%
Avg Days to Max Increase		2	7	10	6	18	1	11	11	11	4	3
2013 Contract Condition		Yes	Yes					Yes		Yes
Action		Yes	Yes					Yes		No
High	2761.00	2762.50	2709.80	2605.50	2639.30	2769.80	2860.00	2830.00	2679.00	2713.50	2765.00	2786.30
Low	2576.30	2614.50	2450.80	2437.00	2525.50	2605.50	2755.00	2634.00	2515.00	2582.00	2680.30	2688.00
Close/Last	2733.80	2701.30	2506.00	2597.80	2623.50	2758.00	2785.30	2634.00	2669.30	2655.30	2725.00	2738.00