|
ScenarioSM Study for March NASDAQ 100 E-Mini(CME) as of Sep 16, 2022 | ||||||||||||
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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 | 14 | 14 | 14 | 19 | 20 | 21 | 26 | 26 | 26 | 26 | 26 | |
Closed Higher | 10 | 9 | 7 | 16 | 13 | 12 | 17 | 20 | 13 | 15 | 11 | |
Exceeded High | 9 | 9 | 7 | 12 | 12 | 11 | 16 | 18 | 11 | 10 | 9 | |
Scenario Percentage | 90% | 100% | 100% | 75% | 92% | 92% | 94% | 90% | 85% | 67% | 82% | |
Avg Max Increase | 5.55% | 6.63% | 9.46% | 6.62% | 5.61% | 10.49% | 11.59% | 9.50% | 8.93% | 6.50% | 3.97% | |
Max Increase | 14.74% | 15.53% | 19.63% | 14.38% | 17.19% | 29.81% | 41.20% | 35.77% | 16.77% | 12.73% | 12.27% | |
Avg Days To Max Increase | 14 | 22 | 28 | 17 | 19 | 20 | 17 | 17 | 17 | 14 | 10 | |
Avg Max Decline | -1.77% | -2.85% | -1.32% | -1.80% | -2.79% | -4.16% | -1.43% | -1.78% | -2.10% | -1.49% | -1.35% | |
Max Decline | -6.12% | -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 | 21 | 13 | 15 | 17 | 9 | 5 | 10 | 7 | 5 | 4 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | No |
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