Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for December NASDAQ 100(CME) as of Jan 01, 2007
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years         10 10 10 11 11 11 11 11
Closed Higher         5 4 6 4 5 7 8 10
Exceeded High         5 4 4 3 5 7 8 8
Scenario Percentage         100% 100% 67% 75% 100% 100% 100% 80%
Avg Max Increase         9.88% 7.73% 8.97% 4.87% 9.40% 13.76% 14.83% 5.60%
Max Increase         12.53% 14.62% 11.52% 9.68% 18.14% 29.75% 26.95% 9.44%
Avg Days To Max Increase         22 24 21 9 20 25 9 7
Avg Max Decline         -3.30% -2.48% -0.67% -2.13% -2.17% -5.19% -1.03% -1.10%
Max Decline         -7.11% -3.60% -2.77% -5.35% -4.34% -21.51% -2.40% -3.34%
Avg Days to Max Decline         16 15 2 3 18 9 3 2
2006 Contract Condition                 Yes Yes Yes Yes
Action                 Yes Yes Yes Not Yet
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Feb Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years         10 10 10 11 11 11 11 11
Closed Lower         5 6 4 7 6 4 3 1
Penetrated Low         4 4 3 5 5 2 1  
Scenario Percentage         80% 67% 75% 71% 83% 50% 33% 0%
Avg Max Decline         13.82% 12.21% 8.88% 13.74% 13.58% 18.67% 26.18%  
Max Decline         22.01% 26.24% 18.32% 35.81% 26.13% 32.73% 26.18%  
Avg Days To Max Decline         19 20 9 15 15 19 30  
Avg Max Increase         -2.00% -3.02% -0.53% -3.48% -7.91% -3.78% -3.03%  
Max Increase         -3.71% -8.52% -0.94% -9.09% -24.96% -6.40% -3.03%  
Avg Days to Max Increase         7 5 3 6 19 2 6  
2006 Contract Condition         Yes Yes Yes Yes        
Action         Yes Yes Yes No        
High       1776.50 1793.80 1763.30 1656.80 1621.00 1607.00 1682.50 1757.50 1830.00
Low       1725.50 1749.50 1605.50 1554.30 1479.80 1508.50 1577.80 1638.00 1701.00
Close/Last       1759.00 1750.00 1620.80 1610.50 1537.30 1601.80 1671.30 1742.80 1794.80

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php