MRCI Online
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| ScenarioSM Study for NASDAQ 100 Index as of Oct 31, 2024 | ||||||||||||
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| 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 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 39 | |
| Closed Higher | 26 | 19 | 25 | 23 | 25 | 19 | 26 | 22 | 20 | 24 | 27 | |
| Exceeded High | 20 | 18 | 21 | 20 | 24 | 17 | 21 | 20 | 19 | 22 | 24 | |
| Scenario Percentage | 77% | 95% | 84% | 87% | 96% | 89% | 81% | 91% | 95% | 92% | 89% | |
| Avg Max Increase | 8.54% | 8.12% | 8.41% | 8.99% | 6.53% | 8.66% | 6.72% | 6.07% | 9.27% | 10.41% | 5.23% | |
| 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 | 22 | 16 | 17 | 22 | 17 | 19 | 20 | 17 | 15 | |
| Avg Max Decline | -1.82% | -2.40% | -2.19% | -2.68% | -2.37% | -1.39% | -2.30% | -3.14% | -4.03% | -6.55% | -1.37% | |
| Max Decline | -12.33% | -7.29% | -9.12% | -8.23% | -7.61% | -5.58% | -7.48% | -9.34% | -20.96% | -99.12% | -4.97% | |
| Avg Days to Max Decline | 7 | 7 | 8 | 9 | 14 | 6 | 12 | 15 | 10 | 7 | 5 | |
| 2024 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.
