MRCI's ScenarioSM Study

ScenarioSM Study for NASDAQ 100 Index as of Oct 29, 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%	-2.49%	-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%	-9.34%	-20.96%	-5.04%	-3.62%
Avg Days to Max Decline		5	7	8	9	15	5	12	14	10	7	4
2021 Contract Condition		Yes		Yes	Yes		Yes	Yes	Yes		Yes
Action		Yes		Yes	Yes		Yes	Yes	Yes		Not Yet

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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%	16.88%	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%	-2.23%	-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
2021 Contract Condition			Yes			Yes				Yes
Action			Yes			No				Yes
High	12925.50	13563.50	13879.75	13301.50	14067.00	13955.00	14582.25	15142.25	15620.50	15701.25	15854.75
Low	12226.00	12537.50	12767.75	12208.25	13255.75	12967.00	13469.75	14455.00	14774.00	14684.50	14384.75
Close/Last	12888.25	12925.25	12909.25	13091.25	13860.75	13686.50	14554.75	14959.75	15582.50	14689.50	15850.25