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| ScenarioSM Study for NASDAQ 100 Index as of Jan 01, 2007 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 22 | |
| Closed Higher | 16 | 11 | 14 | 10 | 14 | 10 | 10 | 12 | 13 | 14 | 15 | |
| Exceeded High | 10 | 10 | 11 | 10 | 13 | 8 | 9 | 11 | 13 | 14 | 14 | |
| Scenario Percentage | 63% | 91% | 79% | 100% | 93% | 80% | 90% | 92% | 100% | 100% | 93% | |
| Avg Max Increase | 10.25% | 9.90% | 9.43% | 10.21% | 5.83% | 8.58% | 6.57% | 7.34% | 10.39% | 13.39% | 6.65% | |
| Max Increase | 15.29% | 15.72% | 17.94% | 16.40% | 22.95% | 12.17% | 10.16% | 19.67% | 30.90% | 42.20% | 26.42% | |
| Avg Days To Max Increase | 22 | 20 | 22 | 17 | 13 | 19 | 17 | 17 | 20 | 15 | 12 | |
| Avg Max Decline | -2.03% | -2.60% | -3.19% | -3.47% | -2.05% | -1.47% | -2.96% | -2.92% | -4.75% | -2.13% | -1.08% | |
| Max Decline | -12.33% | -7.29% | -9.12% | -8.23% | -4.49% | -4.08% | -7.48% | -6.44% | -20.96% | -5.04% | -3.62% | |
| Avg Days to Max Decline | 3 | 5 | 9 | 12 | 10 | 6 | 8 | 16 | 10 | 7 | 3 | |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
