MRCI Online
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| ScenarioSM Study for September NASDAQ 100(CME) as of Jan 01, 2010 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 2 | 2 | 2 | 13 | 13 | 13 | 13 | 13 | 13 | 14 | 14 | |
| Closed Higher | 1 | 1 | 7 | 3 | 8 | 8 | 7 | 7 | 6 | 8 | ||
| Exceeded High | 1 | 3 | 3 | 6 | 8 | 7 | 5 | 5 | 7 | |||
| Scenario Percentage | 0% | 100% | 43% | 100% | 75% | 100% | 100% | 71% | 83% | 88% | ||
| Avg Max Increase | 5.06% | 6.07% | 10.56% | 9.37% | 9.15% | 7.79% | 10.20% | 5.71% | 4.56% | |||
| Max Increase | 5.06% | 13.43% | 13.60% | 17.38% | 14.22% | 14.72% | 13.12% | 8.95% | 7.78% | |||
| Avg Days To Max Increase | 6 | 9 | 25 | 23 | 16 | 22 | 22 | 9 | 10 | |||
| Avg Max Decline | -5.53% | 1.63% | -4.44% | -1.49% | -2.67% | -3.08% | -2.89% | -2.51% | -1.30% | |||
| Max Decline | -5.53% | 0.84% | -6.20% | -6.15% | -8.94% | -5.88% | -5.71% | -5.86% | -2.52% | |||
| Avg Days to Max Decline | 20 | 2 | 10 | 5 | 22 | 17 | 4 | 6 | 3 | |||
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
