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ScenarioSM Study for NASDAQ 100 Index as of Jan 01, 2018 | ||||||||||||
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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 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 33 | |
Closed Higher | 21 | 18 | 21 | 18 | 22 | 14 | 20 | 19 | 19 | 21 | 22 | |
Exceeded High | 15 | 17 | 18 | 16 | 21 | 12 | 17 | 17 | 18 | 19 | 20 | |
Scenario Percentage | 71% | 94% | 86% | 89% | 95% | 86% | 85% | 89% | 95% | 90% | 91% | |
Avg Max Increase | 8.94% | 7.97% | 8.48% | 8.38% | 5.78% | 8.44% | 6.46% | 6.85% | 9.29% | 11.05% | 5.59% | |
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 | 23 | 20 | 21 | 15 | 17 | 20 | 18 | 20 | 20 | 16 | 14 | |
Avg Max Decline | -1.45% | -2.41% | -2.47% | -2.51% | -2.66% | -1.74% | -2.68% | -3.06% | -4.05% | -2.03% | -1.16% | |
Max Decline | -12.33% | -7.29% | -9.12% | -8.23% | -7.61% | -5.58% | -7.48% | -9.37% | -20.96% | -5.04% | -3.62% | |
Avg Days to Max Decline | 5 | 7 | 8 | 9 | 15 | 6 | 12 | 16 | 10 | 7 | 4 | |
2017 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.