MRCI Online
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| ScenarioSM Study for NASDAQ 100 Index as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 29 | |
| Closed Higher | 20 | 15 | 19 | 16 | 18 | 13 | 16 | 16 | 18 | 18 | 18 | |
| Exceeded High | 14 | 14 | 16 | 15 | 17 | 11 | 14 | 14 | 17 | 16 | 17 | |
| Scenario Percentage | 70% | 93% | 84% | 94% | 94% | 85% | 88% | 88% | 94% | 89% | 94% | |
| Avg Max Increase | 9.11% | 9.04% | 8.98% | 8.56% | 5.99% | 8.66% | 7.01% | 7.63% | 9.79% | 12.44% | 6.11% | |
| Max Increase | 15.29% | 15.72% | 17.94% | 16.40% | 22.95% | 12.91% | 10.16% | 19.67% | 30.90% | 42.20% | 26.42% | |
| Avg Days To Max Increase | 22 | 21 | 20 | 15 | 15 | 20 | 18 | 18 | 20 | 16 | 14 | |
| Avg Max Decline | -1.57% | -2.54% | -2.62% | -2.66% | -2.36% | -1.87% | -2.89% | -2.70% | -4.15% | -2.09% | -1.16% | |
| Max Decline | -12.33% | -7.29% | -9.12% | -8.23% | -5.26% | -5.58% | -7.48% | -6.44% | -20.96% | -5.04% | -3.62% | |
| Avg Days to Max Decline | 5 | 5 | 8 | 9 | 12 | 6 | 10 | 13 | 10 | 7 | 5 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | 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.
