MRCI Online
|
| ScenarioSM Study for September NASDAQ 100 E-Mini(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 14 | 14 | 20 | 19 | 21 | 25 | 25 | 25 | 26 | 26 | |
| Closed Higher | 8 | 9 | 8 | 12 | 10 | 12 | 17 | 14 | 13 | 18 | 15 | |
| Exceeded High | 6 | 8 | 8 | 11 | 10 | 11 | 15 | 14 | 11 | 14 | 13 | |
| Scenario Percentage | 75% | 89% | 100% | 92% | 100% | 92% | 88% | 100% | 85% | 78% | 87% | |
| Avg Max Increase | 5.28% | 6.75% | 7.23% | 6.78% | 6.80% | 6.89% | 8.06% | 7.26% | 9.60% | 5.73% | 3.08% | |
| Max Increase | 8.73% | 10.79% | 11.35% | 13.48% | 13.60% | 16.31% | 14.73% | 15.89% | 19.88% | 14.46% | 6.73% | |
| Avg Days To Max Increase | 21 | 20 | 18 | 18 | 21 | 23 | 17 | 23 | 24 | 9 | 7 | |
| Avg Max Decline | -0.94% | -1.16% | -0.73% | -0.70% | -2.28% | -1.64% | -2.78% | -3.33% | -1.85% | -2.03% | -0.91% | |
| 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 | 7 | 5 | 11 | 7 | 9 | 21 | 9 | 10 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
