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| ScenarioSM Study for March NASDAQ 100 E-Mini(CME) as of Jun 08, 2020 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 12 | 12 | 12 | 17 | 18 | 19 | 24 | 24 | 24 | 24 | 24 | |
| Closed Higher | 8 | 8 | 5 | 14 | 11 | 12 | 16 | 18 | 11 | 14 | 11 | |
| Exceeded High | 7 | 8 | 5 | 10 | 10 | 11 | 15 | 17 | 10 | 9 | 9 | |
| Scenario Percentage | 88% | 100% | 100% | 71% | 91% | 92% | 94% | 94% | 91% | 64% | 82% | |
| Avg Max Increase | 4.24% | 5.51% | 7.78% | 6.01% | 6.26% | 10.49% | 12.14% | 9.42% | 9.04% | 6.37% | 4.50% | |
| Max Increase | 7.65% | 12.75% | 12.62% | 9.49% | 17.19% | 29.81% | 41.20% | 35.77% | 16.77% | 12.73% | 12.27% | |
| Avg Days To Max Increase | 10 | 24 | 27 | 20 | 20 | 20 | 18 | 17 | 17 | 14 | 11 | |
| Avg Max Decline | -0.80% | -3.08% | -1.60% | -1.97% | -2.56% | -4.16% | -1.43% | -1.86% | -2.00% | -1.50% | -1.35% | |
| Max Decline | -3.54% | -7.62% | -5.09% | -6.10% | -9.48% | -20.93% | -4.40% | -4.51% | -13.24% | -11.47% | -6.48% | |
| Avg Days to Max Decline | 9 | 24 | 14 | 15 | 17 | 9 | 5 | 10 | 7 | 5 | 4 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | 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.
