Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September NASDAQ 100 E-Mini(CME) as of Jul 16, 2025
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   17 17 17 23 22 24 28 28 28 29 29
Closed Higher   10 11 10 14 11 15 18 16 15 20 16
Exceeded High   8 10 9 13 11 13 16 16 13 15 13
Scenario Percentage   80% 91% 90% 93% 100% 87% 89% 100% 87% 75% 81%
Avg Max Increase   5.12% 5.66% 19.33% 14.05% 8.80% 8.43% 8.48% 12.53% 10.78% 6.09% 3.47%
Max Increase   8.73% 10.79% 116.13% 99.57% 28.86% 24.17% 14.92% 87.94% 29.82% 14.46% 8.98%
Avg Days To Max Increase   18 19 19 19 21 24 17 22 23 10 8
Avg Max Decline   -13.96% -2.33% -7.80% -0.23% -2.69% -6.21% -2.76% -3.33% -1.95% -1.98% -0.91%
Max Decline   -99.90% -11.33% -64.36% -11.31% -6.88% -59.09% -8.94% -7.72% -5.67% -6.35% -2.49%
Avg Days to Max Decline   8 11 7 7 11 9 9 18 8 10 2
2025 Contract Condition     Yes   Yes     Yes Yes Yes Yes  
Action     Yes   Yes     Yes Yes Yes    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   17 17 17 23 22 24 28 28 28 29 29
Closed Lower   7 6 7 9 10 9 10 12 13 9 13
Penetrated Low   6 3 3 6 8 5 7 9 9 7 3
Scenario Percentage   86% 50% 43% 67% 80% 56% 70% 75% 69% 78% 23%
Avg Max Decline   24.67% 41.19% 12.13% 7.59% 10.90% 5.21% 12.86% 9.87% 7.91% 19.08% 6.85%
Max Decline   99.88% 91.35% 17.63% 13.03% 28.82% 13.21% 24.35% 28.18% 18.69% 69.02% 15.21%
Avg Days To Max Decline   13 19 11 8 11 5 18 13 11 10 11
Avg Max Increase   -2.90% -7.50% 0.17% -2.56% -2.95% 0.03% -3.12% -2.75% -2.79% -2.73% -5.80%
Max Increase   -7.42% -18.27% -0.76% -8.52% -7.40% -2.31% -5.42% -10.94% -6.74% -6.78% -9.04%
Avg Days to Max Increase   5 4 3 3 7 1 10 5 9 2 6
2025 Contract Condition   Yes   Yes   Yes Yes          
Action   No   Yes   Yes Yes          
High 4601.25 4971.75 5537.25 6487.25 6167.50 6407.50 5166.25 3844.25 5700.75 6550.75 6838.75  
Low 2896.75 4126.25 4347.75 5292.00 4797.75 4527.25 2777.50 224.00 3487.50 5005.25 6198.00  
Close/Last 4484.00 4291.75 5310.75 5292.00 5661.25 4979.75 3242.50 3460.25 5215.00 6509.25 6692.50  

Banner

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!