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| ScenarioSM Study for December NASDAQ 100 E-Mini(CME) as of Jun 08, 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 12 | 12 | 12 | 17 | 17 | 18 | 24 | 24 | 24 | 24 | 24 | |
| Closed Higher | 6 | 8 | 7 | 13 | 9 | 10 | 16 | 13 | 14 | 16 | 18 | |
| Exceeded High | 6 | 8 | 7 | 12 | 9 | 9 | 12 | 12 | 13 | 15 | 15 | |
| Scenario Percentage | 100% | 100% | 100% | 92% | 100% | 90% | 75% | 92% | 93% | 94% | 83% | |
| Avg Max Increase | 6.48% | 5.66% | 6.52% | 6.60% | 6.64% | 7.91% | 6.10% | 6.95% | 10.58% | 9.96% | 4.12% | |
| Max Increase | 12.73% | 12.94% | 15.87% | 12.55% | 14.65% | 12.95% | 9.68% | 18.14% | 29.75% | 26.95% | 12.30% | |
| Avg Days To Max Increase | 22 | 20 | 18 | 16 | 24 | 23 | 17 | 21 | 21 | 11 | 10 | |
| Avg Max Decline | -1.49% | -1.74% | -0.54% | -2.08% | -3.41% | -1.48% | -2.30% | -3.00% | -3.96% | -1.31% | -1.31% | |
| Max Decline | -9.27% | -5.96% | -2.58% | -7.12% | -7.74% | -5.68% | -6.40% | -9.58% | -21.51% | -4.05% | -3.34% | |
| Avg Days to Max Decline | 7 | 17 | 6 | 13 | 22 | 9 | 13 | 16 | 7 | 4 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
