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| ScenarioSM Study for September NASDAQ 100 E-Mini(CME) as of Nov 09, 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 13 | 13 | 13 | 19 | 18 | 20 | 24 | 24 | 24 | 25 | 25 | |
| Closed Higher | 8 | 8 | 7 | 11 | 10 | 11 | 16 | 14 | 12 | 17 | 14 | |
| Exceeded High | 6 | 7 | 7 | 10 | 10 | 10 | 14 | 14 | 10 | 13 | 12 | |
| Scenario Percentage | 75% | 88% | 100% | 91% | 100% | 91% | 88% | 100% | 83% | 76% | 86% | |
| Avg Max Increase | 5.28% | 6.18% | 7.16% | 6.70% | 6.80% | 6.84% | 8.24% | 7.26% | 9.79% | 6.01% | 3.49% | |
| Max Increase | 8.73% | 10.41% | 11.35% | 13.48% | 13.60% | 16.31% | 14.73% | 15.89% | 19.88% | 14.46% | 7.78% | |
| Avg Days To Max Increase | 21 | 19 | 19 | 18 | 21 | 23 | 16 | 23 | 23 | 10 | 8 | |
| Avg Max Decline | -0.94% | -1.31% | -0.42% | -0.65% | -2.28% | -1.81% | -2.50% | -3.33% | -1.96% | -2.06% | -0.97% | |
| Max Decline | -3.02% | -3.16% | -4.33% | -11.31% | -6.39% | -6.15% | -8.94% | -7.72% | -5.67% | -6.35% | -2.49% | |
| Avg Days to Max Decline | 7 | 8 | 8 | 5 | 11 | 8 | 9 | 21 | 8 | 10 | 3 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | 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.
