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ScenarioSM Study for NASDAQ 100 Index as of Dec 31, 1999 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 15 | |
Closed Higher | 13 | 9 | 10 | 8 | 11 | 6 | 8 | 9 | 10 | 9 | 9 | |
Exceeded High | 10 | 8 | 9 | 8 | 10 | 6 | 7 | 8 | 10 | 9 | 9 | |
Scenario Percentage | 77% | 89% | 90% | 100% | 91% | 100% | 88% | 89% | 100% | 100% | 100% | |
Avg Max Increase | 10.25% | 8.96% | 9.23% | 9.48% | 5.70% | 8.02% | 6.78% | 7.62% | 10.56% | 13.82% | 7.88% | |
Max Increase | 15.29% | 14.62% | 15.75% | 16.40% | 22.95% | 12.17% | 10.00% | 19.67% | 30.90% | 42.20% | 26.42% | |
Avg Days To Max Increase | 22 | 19 | 23 | 18 | 10 | 17 | 19 | 16 | 18 | 16 | 13 | |
Avg Max Decline | -2.03% | -2.13% | -3.87% | -3.62% | -2.00% | -0.98% | -2.99% | -3.42% | -5.47% | -2.31% | -1.11% | |
Max Decline | -12.33% | -7.29% | -9.12% | -8.23% | -4.49% | -1.44% | -7.48% | -6.44% | -20.96% | -5.04% | -3.48% | |
Avg Days to Max Decline | 3 | 3 | 11 | 13 | 6 | 6 | 9 | 16 | 10 | 6 | 2 | |
2009 Contract Condition | ||||||||||||
Action |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.