MRCI Online
|
| ScenarioSM Study for June NASDAQ 100(CME) as of Dec 31, 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 | 3 | 3 | 3 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | |
| Closed Higher | 2 | 3 | 2 | 9 | 11 | 6 | 7 | 4 | 9 | 9 | 7 | |
| Exceeded High | 2 | 2 | 2 | 8 | 10 | 5 | 2 | 4 | 7 | 6 | 6 | |
| Scenario Percentage | 100% | 67% | 100% | 89% | 91% | 83% | 29% | 100% | 78% | 67% | 86% | |
| Avg Max Increase | 7.21% | 9.99% | 5.88% | 17.84% | 11.39% | 8.71% | 7.66% | 12.03% | 9.17% | 9.69% | 2.92% | |
| Max Increase | 8.37% | 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 | 18 | 26 | 24 | 23 | 17 | 13 | 28 | 25 | 24 | 14 | 8 | |
| Avg Max Decline | -2.28% | -1.64% | -1.46% | -0.46% | -0.88% | -3.15% | -4.62% | -3.32% | -2.26% | -1.87% | -1.55% | |
| Max Decline | -2.33% | -1.99% | -3.27% | -3.86% | -3.11% | -11.66% | -11.60% | -6.22% | -7.29% | -5.12% | -2.78% | |
| Avg Days to Max Decline | 10 | 6 | 2 | 4 | 10 | 8 | 17 | 8 | 5 | 5 | 3 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | 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.
