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ScenarioSM Study for NASDAQ 100 Index as of Jan 01, 2016 | ||||||||||||
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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 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 31 | |
Closed Higher | 20 | 17 | 19 | 17 | 20 | 14 | 18 | 17 | 18 | 20 | 20 | |
Exceeded High | 14 | 16 | 16 | 15 | 19 | 12 | 15 | 15 | 17 | 18 | 18 | |
Scenario Percentage | 70% | 94% | 84% | 88% | 95% | 86% | 83% | 88% | 94% | 90% | 90% | |
Avg Max Increase | 9.11% | 8.15% | 8.98% | 8.56% | 5.94% | 8.44% | 6.93% | 7.26% | 9.79% | 11.42% | 5.86% | |
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 | 16 | 20 | 18 | 19 | 20 | 16 | 14 | |
Avg Max Decline | -1.57% | -2.55% | -2.62% | -2.66% | -2.35% | -1.74% | -2.78% | -3.14% | -4.15% | -2.09% | -1.07% | |
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 | 6 | 8 | 9 | 13 | 6 | 10 | 15 | 10 | 7 | 4 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | No | Yes | Yes |
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