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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index as of Jun 30, 2022
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   36 36 36 36 36 36 36 36 36 36 37
Closed Higher   25 19 23 22 24 18 24 22 20 23 25
Exceeded High   19 18 20 19 23 16 20 20 19 21 22
Scenario Percentage   76% 95% 87% 86% 96% 89% 83% 91% 95% 91% 88%
Avg Max Increase   8.52% 8.12% 8.33% 8.65% 6.30% 8.89% 6.76% 6.07% 9.27% 10.59% 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   21 21 21 16 17 22 18 19 20 17 16
Avg Max Decline   -1.74% -2.40% -2.13% -2.70% -2.47% -1.37% -2.37% -3.14% -4.03% -6.54% -1.20%
Max Decline   -12.33% -7.29% -9.12% -8.23% -7.61% -5.58% -7.48% -9.34% -20.96% -99.12% -3.62%
Avg Days to Max Decline   5 7 7 9 15 6 12 15 10 7 4
2022 Contract Condition       Yes                
Action       No                
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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   36 36 36 36 36 36 36 36 36 36 37
Closed Lower   11 17 13 14 12 18 12 14 16 13 12
Penetrated Low   8 14 7 9 8 12 9 7 10 9 5
Scenario Percentage   73% 82% 54% 64% 67% 67% 75% 50% 63% 69% 42%
Avg Max Decline   7.21% 9.33% 7.05% 10.17% 9.22% 8.36% 12.98% 12.07% 25.10% 10.76% 9.82%
Max Decline   14.21% 29.33% 14.29% 23.28% 28.08% 18.55% 35.33% 25.91% 99.05% 33.74% 15.17%
Avg Days To Max Decline   13 16 14 20 12 12 15 13 16 14 15
Avg Max Increase   -2.36% -3.47% -1.59% -3.50% -2.42% -2.10% -2.98% -5.85% -3.12% -1.95% -5.01%
Max Increase   -9.02% -15.77% -2.98% -6.74% -9.11% -6.76% -9.38% -23.92% -11.16% -3.58% -19.32%
Avg Days to Max Increase   4 6 5 18 5 9 7 14 7 6 5
2022 Contract Condition   Yes Yes   Yes Yes Yes          
Action   Yes Yes   Yes Yes Not Yet          
High 16360.75 16249.00 15196.25 15265.25 15161.75 13556.50 12863.75          
Low 12.00 13728.50 13077.00 13020.25 12835.25 11492.25 11037.00          
Close/Last 16320.00 14930.00 14237.75 14838.25 12854.75 12642.00 11503.50          

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