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ScenarioSM Study for June NASDAQ 100(CME) as of Jan 01, 2013 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 5 | 5 | 5 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | |
Closed Higher | 4 | 3 | 3 | 11 | 11 | 7 | 9 | 6 | 10 | 10 | 7 | |
Exceeded High | 3 | 2 | 3 | 9 | 10 | 6 | 4 | 6 | 8 | 7 | 6 | |
Scenario Percentage | 75% | 67% | 100% | 82% | 91% | 86% | 44% | 100% | 80% | 70% | 86% | |
Avg Max Increase | 7.66% | 9.99% | 7.13% | 16.47% | 11.39% | 8.65% | 8.52% | 9.55% | 8.21% | 8.45% | 2.90% | |
Max Increase | 8.54% | 11.36% | 9.61% | 41.49% | 34.98% | 16.63% | 13.88% | 15.74% | 17.83% | 14.35% | 5.70% | |
Avg Days To Max Increase | 20 | 26 | 17 | 23 | 17 | 13 | 25 | 22 | 21 | 10 | 5 | |
Avg Max Decline | -3.25% | -1.64% | -1.31% | -0.57% | -0.88% | -2.42% | -1.90% | -3.70% | -2.01% | -1.65% | -1.13% | |
Max Decline | -5.19% | -1.99% | -3.27% | -3.86% | -3.11% | -11.66% | -11.60% | -6.89% | -7.29% | -5.12% | -2.77% | |
Avg Days to Max Decline | 17 | 6 | 3 | 6 | 10 | 7 | 9 | 9 | 4 | 5 | 1 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | No | Yes | Yes | Yes |
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