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| ScenarioSM Study for December NASDAQ 100 E-Mini(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 13 | 13 | 13 | 18 | 18 | 19 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 7 | 8 | 7 | 14 | 10 | 11 | 17 | 14 | 14 | 16 | 19 | |
| Exceeded High | 7 | 8 | 7 | 13 | 10 | 10 | 13 | 13 | 13 | 15 | 16 | |
| Scenario Percentage | 100% | 100% | 100% | 93% | 100% | 91% | 76% | 93% | 93% | 94% | 84% | |
| Avg Max Increase | 6.71% | 5.66% | 6.52% | 7.23% | 7.54% | 9.11% | 6.75% | 6.63% | 10.58% | 9.94% | 4.04% | |
| Max Increase | 12.73% | 12.94% | 15.87% | 14.75% | 15.63% | 19.87% | 14.48% | 18.14% | 29.75% | 26.95% | 12.30% | |
| Avg Days To Max Increase | 22 | 20 | 18 | 17 | 23 | 23 | 15 | 20 | 21 | 11 | 9 | |
| Avg Max Decline | -1.10% | -1.74% | -0.54% | -2.27% | -3.24% | -1.40% | -2.15% | -2.78% | -3.96% | -1.31% | -1.13% | |
| 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 | 6 | 17 | 6 | 12 | 21 | 8 | 13 | 15 | 7 | 4 | 3 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
