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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of May 10, 2021
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   35 35 35 35 35 35 35 35 35 35 36
Closed Higher   24 19 22 21 24 17 23 21 20 22 24
Exceeded High   18 18 19 18 23 15 19 19 19 20 22
Scenario Percentage   75% 95% 86% 86% 96% 88% 83% 90% 95% 91% 92%
Avg Max Increase   8.58% 8.12% 8.37% 8.84% 6.30% 9.00% 6.85% 6.30% 9.27% 10.95% 5.54%
Max Increase   15.29% 15.72% 17.94% 16.40% 22.95% 19.79% 14.06% 19.67% 30.90% 42.20% 26.42%
Avg Days To Max Increase   22 21 21 16 17 22 18 18 20 17 16
Avg Max Decline   -1.87% -2.40% -2.31% -2.50% -2.47% -1.41% -2.43% -2.90% -4.03% -1.91% -1.20%
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 5 12 14 10 7 4
2020 Contract Condition   Yes     Yes Yes Yes Yes Yes     Yes
Action   Yes     Yes Yes Yes Yes Yes     Yes
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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   35 35 35 35 35 35 35 35 35 35 36
Closed Lower   11 16 13 14 11 18 12 14 15 13 12
Penetrated Low   8 13 7 9 8 12 9 7 9 9 5
Scenario Percentage   73% 81% 54% 64% 73% 67% 75% 50% 60% 69% 42%
Avg Max Decline   7.21% 9.62% 7.05% 10.17% 9.22% 8.36% 12.98% 12.07% 16.93% 10.76% 9.82%
Max Decline   14.21% 29.33% 14.29% 23.28% 28.08% 18.55% 35.33% 25.91% 38.56% 33.74% 15.17%
Avg Days To Max Decline   13 16 14 20 12 12 15 13 15 14 15
Avg Max Increase   -2.36% -3.50% -1.59% -3.50% -2.42% -2.10% -2.98% -5.85% -2.16% -1.95% -5.01%
Max Increase   -9.02% -15.77% -2.98% -6.74% -9.11% -6.76% -9.38% -23.92% -6.78% -3.58% -19.32%
Avg Days to Max Increase   4 6 5 18 5 9 7 14 3 6 5
2020 Contract Condition     Yes Yes           Yes Yes  
Action     Yes No           No Yes  
High 8811.00 9272.25 9736.50 8998.25 9025.75 9570.50 10306.75 11069.25 12167.25 12439.25 12204.75 12306.50
Low 8168.75 8713.75 8135.50 6771.75 7423.75 8665.25 9489.50 10142.75 10855.00 10677.75 10960.00 10957.00
Close/Last 8733.00 8991.50 8461.75 7813.50 9000.50 9555.50 10156.75 10905.75 12110.50 11418.00 11052.75 12268.25

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.