MRCI Online
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| ScenarioSM Study for NASDAQ 100 Index as of Sep 21, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 37 | 37 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 25 | 22 | 20 | 24 | 26 | 20 | 26 | 19 | 25 | 23 | 25 | |
| Exceeded High | 21 | 20 | 19 | 22 | 24 | 18 | 20 | 18 | 21 | 19 | 23 | |
| Scenario Percentage | 84% | 91% | 95% | 92% | 92% | 90% | 77% | 95% | 84% | 83% | 92% | |
| Avg Max Increase | 6.72% | 6.07% | 9.27% | 10.53% | 9.56% | 9.51% | 8.54% | 8.12% | 8.41% | 9.00% | 3.20% | |
| Max Increase | 14.06% | 19.67% | 30.90% | 42.20% | 36.61% | 26.06% | 15.29% | 15.72% | 17.94% | 16.40% | 11.99% | |
| Avg Days To Max Increase | 17 | 19 | 20 | 17 | 18 | 19 | 22 | 21 | 22 | 16 | 13 | |
| Avg Max Decline | -2.30% | -3.14% | -4.03% | -6.55% | -2.41% | -2.35% | -1.82% | -2.40% | -2.19% | -2.39% | -1.34% | |
| Max Decline | -7.48% | -9.34% | -20.96% | -99.12% | -11.30% | -10.60% | -12.33% | -7.29% | -9.12% | -7.23% | -4.49% | |
| Avg Days to Max Decline | 12 | 15 | 10 | 7 | 13 | 8 | 7 | 7 | 8 | 8 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
