MRCI's ScenarioSM Study

ScenarioSM Study for NASDAQ 100 Index as of Oct 31, 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				Yes			Yes
Action				No				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		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		Yes	Yes
Action		Yes	Yes		Yes	Yes	No		Yes	Yes
High	16360.75	16249.00	15196.25	15265.25	15161.75	13556.50	12863.75	12986.50	13720.75	12752.75	11681.75
Low	12.00	13728.50	13077.00	13020.25	12835.25	11492.25	11037.00	11366.00	12240.75	10966.75	10444.75
Close/Last	16320.00	14930.00	14237.75	14838.25	12854.75	12642.00	11503.50	12947.75	12272.00	10971.00	11405.50