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| ScenarioSM Study for June NASDAQ 100 E-Mini(CME) as of Jul 09, 2025 | ||||||||||||
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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 | 18 | 18 | 18 | 23 | 23 | 24 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 15 | 12 | 8 | 13 | 16 | 12 | 18 | 13 | 18 | 19 | 17 | |
| Exceeded High | 12 | 10 | 7 | 11 | 14 | 10 | 13 | 13 | 15 | 14 | 15 | |
| Scenario Percentage | 80% | 83% | 88% | 85% | 88% | 83% | 72% | 100% | 83% | 74% | 88% | |
| Avg Max Increase | 6.65% | 6.39% | 9.50% | 11.70% | 11.40% | 9.11% | 16.11% | 9.42% | 8.88% | 13.36% | 8.24% | |
| Max Increase | 14.16% | 25.39% | 26.91% | 41.49% | 34.98% | 16.63% | 115.33% | 31.28% | 26.22% | 74.74% | 63.89% | |
| Avg Days To Max Increase | 17 | 21 | 20 | 21 | 19 | 17 | 21 | 22 | 23 | 12 | 11 | |
| Avg Max Decline | -1.45% | -5.78% | -2.97% | -1.45% | -1.35% | -1.93% | -2.87% | -3.57% | -6.02% | -1.96% | -2.08% | |
| Max Decline | -5.19% | -30.61% | -8.31% | -6.53% | -4.98% | -12.11% | -11.78% | -8.40% | -65.12% | -6.75% | -7.03% | |
| Avg Days to Max Decline | 15 | 15 | 5 | 5 | 8 | 7 | 9 | 11 | 8 | 6 | 2 | |
| 2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
