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| ScenarioSM Study for June NASDAQ 100 E-Mini(CME) as of Sep 22, 2023 | ||||||||||||
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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 | 16 | 16 | 16 | 21 | 21 | 22 | 27 | 27 | 27 | 27 | 27 | |
| Closed Higher | 15 | 10 | 7 | 13 | 15 | 11 | 16 | 12 | 17 | 18 | 15 | |
| Exceeded High | 12 | 9 | 6 | 11 | 13 | 10 | 11 | 12 | 14 | 13 | 12 | |
| Scenario Percentage | 80% | 90% | 86% | 85% | 87% | 91% | 69% | 100% | 82% | 72% | 80% | |
| Avg Max Increase | 6.65% | 4.28% | 6.60% | 11.70% | 10.43% | 9.11% | 7.33% | 7.60% | 7.65% | 8.42% | 3.33% | |
| 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 | 21 | 19 | 17 | 21 | 23 | 23 | 12 | 8 | |
| Avg Max Decline | -1.45% | -3.02% | -2.08% | -1.45% | -1.38% | -1.93% | -2.50% | -3.17% | -1.80% | -2.16% | -1.03% | |
| Max Decline | -5.19% | -9.39% | -3.81% | -6.53% | -4.98% | -12.11% | -11.60% | -6.92% | -7.29% | -6.75% | -2.78% | |
| Avg Days to Max Decline | 15 | 16 | 5 | 5 | 8 | 7 | 11 | 10 | 7 | 6 | 2 | |
| 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.
