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ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 15 | 15 | 15 | 20 | 20 | 21 | 26 | 26 | 26 | 26 | 26 | |
Closed Higher | 14 | 10 | 7 | 12 | 14 | 11 | 15 | 12 | 16 | 17 | 14 | |
Exceeded High | 11 | 9 | 6 | 10 | 12 | 10 | 10 | 12 | 13 | 12 | 11 | |
Scenario Percentage | 79% | 90% | 86% | 83% | 86% | 91% | 67% | 100% | 81% | 71% | 79% | |
Avg Max Increase | 6.74% | 4.28% | 6.60% | 12.22% | 11.19% | 9.11% | 7.22% | 7.60% | 7.50% | 8.06% | 3.16% | |
Max Increase | 14.16% | 11.36% | 9.55% | 41.49% | 34.98% | 16.63% | 13.47% | 15.79% | 17.78% | 14.31% | 6.23% | |
Avg Days To Max Increase | 17 | 21 | 22 | 22 | 20 | 17 | 21 | 23 | 23 | 13 | 9 | |
Avg Max Decline | -1.55% | -3.02% | -2.08% | -0.94% | -1.08% | -1.93% | -2.37% | -3.17% | -1.65% | -2.14% | -1.35% | |
Max Decline | -5.19% | -9.39% | -3.81% | -3.76% | -3.54% | -12.11% | -11.60% | -6.92% | -7.29% | -6.75% | -3.01% | |
Avg Days to Max Decline | 16 | 16 | 5 | 5 | 8 | 7 | 8 | 10 | 6 | 6 | 3 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | No | No | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.