MRCI Online
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| ScenarioSM Study for June NASDAQ 100(CME) as of Jan 01, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 2 | 2 | 2 | 13 | 13 | 13 | 13 | 13 | 13 | 13 | 13 | |
| Closed Higher | 1 | 2 | 1 | 9 | 10 | 5 | 7 | 3 | 8 | 8 | 7 | |
| Exceeded High | 1 | 1 | 1 | 8 | 9 | 4 | 2 | 3 | 6 | 6 | 7 | |
| Scenario Percentage | 100% | 50% | 100% | 89% | 90% | 80% | 29% | 100% | 75% | 75% | 100% | |
| Avg Max Increase | 6.05% | 11.36% | 6.47% | 17.84% | 11.87% | 10.45% | 7.66% | 11.60% | 9.83% | 9.71% | 2.95% | |
| Max Increase | 6.05% | 11.36% | 6.47% | 41.49% | 34.98% | 16.63% | 13.88% | 15.74% | 17.83% | 14.35% | 5.70% | |
| Avg Days To Max Increase | 14 | 31 | 31 | 23 | 18 | 14 | 28 | 25 | 24 | 12 | 9 | |
| Avg Max Decline | -2.23% | -1.28% | 0.34% | -0.46% | -0.99% | -4.11% | -4.62% | -4.87% | -2.50% | -1.87% | -1.99% | |
| Max Decline | -2.23% | -1.28% | 0.34% | -3.86% | -3.11% | -11.66% | -11.60% | -6.22% | -7.29% | -5.12% | -4.60% | |
| Avg Days to Max Decline | 4 | 10 | 3 | 4 | 10 | 8 | 17 | 11 | 5 | 5 | 3 | |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
