|
MRCI's ScenarioSM Study |
ScenarioSM Study for NASDAQ 100 Index as of May 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 |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
23 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
Closed Higher |
|
15 |
15 |
12 |
17 |
11 |
16 |
13 |
17 |
12 |
12 |
15 |
Exceeded High |
|
14 |
15 |
11 |
11 |
10 |
13 |
13 |
16 |
10 |
11 |
11 |
Scenario Percentage |
|
93% |
100% |
92% |
65% |
91% |
81% |
100% |
94% |
83% |
92% |
73% |
Avg Max Increase |
|
13.58% |
11.48% |
10.73% |
9.61% |
9.90% |
9.91% |
9.39% |
6.10% |
8.81% |
6.84% |
5.62% |
Max Increase |
|
42.20% |
36.61% |
26.06% |
15.29% |
15.72% |
17.94% |
16.40% |
22.95% |
12.91% |
10.16% |
14.20% |
Avg Days To Max Increase |
|
16 |
17 |
19 |
22 |
20 |
21 |
16 |
14 |
20 |
17 |
21 |
Avg Max Decline |
|
-2.13% |
-2.30% |
-3.33% |
-1.94% |
-2.60% |
-2.90% |
-3.00% |
-2.18% |
-1.70% |
-2.88% |
-1.71% |
Max Decline |
|
-5.04% |
-7.02% |
-10.60% |
-12.33% |
-7.29% |
-9.12% |
-8.23% |
-4.49% |
-5.58% |
-7.48% |
-3.89% |
Avg Days to Max Decline |
|
7 |
14 |
7 |
4 |
5 |
8 |
10 |
11 |
5 |
8 |
5 |
2010 Contract Condition |
|
|
Yes |
Yes |
|
Yes |
Yes |
Yes |
|
|
|
|
Action |
|
|
Yes |
Yes |
|
Yes |
Yes |
Not Yet |
|
|
|
|
Condition 2:
Lower Monthly Close. Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
Tested Month |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
23 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
24 |
Closed Lower |
|
8 |
9 |
12 |
7 |
13 |
8 |
11 |
7 |
12 |
12 |
9 |
Penetrated Low |
|
4 |
5 |
9 |
5 |
12 |
5 |
7 |
4 |
8 |
9 |
5 |
Scenario Percentage |
|
50% |
56% |
75% |
71% |
92% |
63% |
64% |
57% |
67% |
75% |
56% |
Avg Max Decline |
|
17.68% |
11.75% |
9.72% |
8.80% |
8.76% |
8.07% |
11.08% |
12.88% |
8.82% |
12.93% |
10.90% |
Max Decline |
|
33.74% |
18.96% |
19.70% |
14.21% |
29.33% |
14.29% |
23.28% |
28.08% |
18.55% |
35.33% |
25.91% |
Avg Days To Max Decline |
|
20 |
11 |
16 |
18 |
16 |
16 |
22 |
19 |
14 |
14 |
15 |
Avg Max Increase |
|
-2.25% |
-5.12% |
-5.76% |
-3.07% |
-3.27% |
-1.84% |
-3.68% |
-3.79% |
-1.56% |
-2.98% |
-2.84% |
Max Increase |
|
-3.58% |
-19.32% |
-18.36% |
-9.02% |
-15.77% |
-2.98% |
-6.74% |
-9.11% |
-4.07% |
-9.38% |
-6.99% |
Avg Days to Max Increase |
|
11 |
6 |
7 |
6 |
7 |
6 |
18 |
5 |
7 |
7 |
4 |
2010 Contract Condition |
|
Yes |
|
|
Yes |
|
|
|
Yes |
Yes |
|
|
Action |
|
Yes |
|
|
Yes |
|
|
|
Not Yet |
|
|
|
High |
1754.50 |
1780.75 |
1814.25 |
1882.50 |
1897.25 |
1830.25 |
1976.25 |
2059.25 |
2039.50 |
1878.00 |
|
|
Low |
1585.50 |
1656.50 |
1652.25 |
1759.25 |
1734.00 |
1712.75 |
1826.50 |
1943.75 |
1752.25 |
1832.75 |
|
|
Close/Last |
1718.75 |
1667.00 |
1767.25 |
1860.25 |
1741.00 |
1818.50 |
1958.25 |
2000.50 |
1852.25 |
1835.00 |
|
|
|
|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. |
www.mrci.com | sales@mrci.com | Phone: 541-525-0521 |
|