MRCI Online
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| ScenarioSM Study for December NASDAQ 100(CME) as of Jan 01, 2008 | ||||||||||||
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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 | Feb | Feb | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 11 | 11 | 11 | 12 | 12 | 12 | 12 | 12 | ||||
| Closed Higher | 6 | 5 | 7 | 4 | 6 | 8 | 9 | 10 | ||||
| Exceeded High | 6 | 5 | 5 | 3 | 6 | 8 | 9 | 8 | ||||
| Scenario Percentage | 100% | 100% | 71% | 75% | 100% | 100% | 100% | 80% | ||||
| Avg Max Increase | 8.80% | 7.32% | 8.30% | 4.87% | 9.77% | 12.88% | 13.56% | 5.97% | ||||
| Max Increase | 12.53% | 14.62% | 11.52% | 9.68% | 18.14% | 29.75% | 26.95% | 12.30% | ||||
| Avg Days To Max Increase | 21 | 23 | 21 | 9 | 22 | 22 | 9 | 8 | ||||
| Avg Max Decline | -2.73% | -2.49% | -0.37% | -2.13% | -2.13% | -4.57% | -1.14% | -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 | 18 | 14 | 2 | 3 | 16 | 8 | 2 | 2 | ||||
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
