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| ScenarioSM Study for September NASDAQ 100 E-Mini(CME) as of Dec 27, 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 16 | 16 | 16 | 22 | 21 | 23 | 27 | 27 | 27 | 28 | 28 | |
| Closed Higher | 10 | 11 | 9 | 13 | 10 | 14 | 18 | 15 | 14 | 20 | 15 | |
| Exceeded High | 8 | 10 | 8 | 12 | 10 | 12 | 16 | 15 | 12 | 15 | 13 | |
| Scenario Percentage | 80% | 91% | 89% | 92% | 100% | 86% | 89% | 100% | 86% | 75% | 87% | |
| Avg Max Increase | 5.12% | 5.66% | 7.23% | 6.92% | 6.80% | 7.12% | 8.48% | 7.51% | 9.20% | 5.56% | 2.86% | |
| Max Increase | 8.73% | 10.79% | 11.35% | 13.48% | 13.60% | 16.31% | 14.92% | 15.89% | 19.88% | 14.46% | 6.73% | |
| Avg Days To Max Increase | 18 | 19 | 18 | 19 | 21 | 24 | 17 | 23 | 24 | 9 | 7 | |
| Avg Max Decline | -13.96% | -2.33% | -0.73% | -0.96% | -2.28% | -1.81% | -2.76% | -3.13% | -1.84% | -1.98% | -0.91% | |
| Max Decline | -99.90% | -11.33% | -4.33% | -11.31% | -6.39% | -6.15% | -8.94% | -7.72% | -5.67% | -6.35% | -2.49% | |
| Avg Days to Max Decline | 8 | 11 | 7 | 8 | 11 | 8 | 9 | 19 | 9 | 10 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
