MRCI's ScenarioSM Study

ScenarioSM Study for NASDAQ 100 Index as of Jan 01, 2015
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		29	29	29	29	29	29	29	29	29	29	30
Closed Higher		20	16	19	16	19	14	17	17	18	19	19
Exceeded High		14	15	16	15	18	12	15	15	17	17	17
Scenario Percentage		70%	94%	84%	94%	95%	86%	88%	88%	94%	89%	89%
Avg Max Increase		9.11%	8.51%	8.98%	8.56%	6.05%	8.44%	6.93%	7.26%	9.79%	11.98%	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	20	20	15	15	20	18	19	20	17	14
Avg Max Decline		-1.57%	-2.48%	-2.62%	-2.66%	-2.27%	-1.74%	-2.78%	-3.14%	-4.15%	-2.01%	-1.16%
Max Decline		-12.33%	-7.29%	-9.12%	-8.23%	-5.26%	-5.58%	-7.48%	-9.37%	-20.96%	-5.04%	-3.62%
Avg Days to Max Decline		5	5	8	9	11	6	10	15	10	7	5
2014 Contract Condition			Yes			Yes	Yes	Yes	Yes		Yes	Yes
Action			Yes			Yes	Yes	Yes	Yes		Yes	Not Yet

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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov
Tested Years		29	29	29	29	29	29	29	29	29	29	30
Closed Lower		9	13	10	13	10	15	12	12	11	10	11
Penetrated Low		7	12	6	8	7	10	9	7	8	6	4
Scenario Percentage		78%	92%	60%	62%	70%	67%	75%	58%	73%	60%	36%
Avg Max Decline		6.94%	8.76%	7.57%	10.98%	10.15%	8.53%	12.98%	12.07%	17.10%	12.90%	8.49%
Max Decline		14.21%	29.33%	14.29%	23.28%	28.08%	18.55%	35.33%	25.91%	38.56%	33.74%	13.24%
Avg Days To Max Decline		14	16	16	20	14	12	15	13	15	16	13
Avg Max Increase		-2.63%	-3.27%	-1.91%	-3.37%	-2.77%	-1.78%	-2.98%	-5.85%	-2.31%	-2.07%	-5.70%
Max Increase		-9.02%	-15.77%	-2.98%	-6.74%	-9.11%	-4.87%	-9.38%	-23.92%	-6.78%	-3.58%	-19.32%
Avg Days to Max Increase		5	7	5	16	6	8	7	14	3	8	5
2014 Contract Condition		Yes		Yes	Yes					Yes
Action		Yes		Yes	No					Yes
High	3592.00	3634.50	3722.25	3738.25	3676.25	3741.50	3860.50	3997.50	4082.75	4118.75	4170.75	4347.00
Low	3422.75	3461.50	3418.75	3543.00	3414.00	3506.25	3707.75	3837.00	3845.00	4007.50	3700.00	4126.50
Close/Last	3592.00	3521.75	3696.00	3595.50	3582.00	3736.75	3849.25	3892.50	4082.50	4049.25	4158.00	4337.75