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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December NASDAQ 100 E-Mini(CME) as of Oct 29, 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% 9.67% 3.80%
Max Increase   12.73% 12.94% 15.87% 14.75% 15.63% 19.87% 14.48% 18.14% 29.75% 26.95% 9.44%
Avg Days To Max Increase   22 20 18 17 23 23 15 20 21 11 8
Avg Max Decline   -1.10% -1.74% -0.54% -2.27% -3.24% -1.40% -2.15% -2.78% -3.96% -1.31% -1.09%
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
2021 Contract Condition   Yes Yes Yes Yes   Yes Yes Yes   Yes  
Action   Yes Yes Yes Yes   Yes Yes Yes   Not Yet  
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 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 Lower   6 5 6 4 8 8 8 11 11 9 6
Penetrated Low   5 3 3 3 6 5 6 5 6 6  
Scenario Percentage   83% 60% 50% 75% 75% 63% 75% 45% 55% 67% 0%
Avg Max Decline   6.58% 11.73% 3.37% 11.36% 6.21% 6.84% 12.60% 13.57% 17.19% 11.53%  
Max Decline   11.29% 22.04% 4.86% 20.68% 12.64% 15.18% 35.81% 26.13% 36.57% 26.21%  
Avg Days To Max Decline   8 14 7 17 10 10 15 15 16 16  
Avg Max Increase   -2.44% -0.66% -0.50% -2.13% -2.05% -2.96% -4.20% -8.03% -1.53% -2.49%  
Max Increase   -8.21% -4.92% -2.13% -4.63% -8.52% -6.68% -9.24% -24.96% -6.46% -3.89%  
Avg Days to Max Increase   2 6 2 12 7 10 6 19 3 5  
2021 Contract Condition           Yes       Yes    
Action           No       Yes    
High 12858.50 13538.00 13836.75 13255.75 14030.50 13915.25 14585.25 15122.50 15664.25 15702.25 15864.75  
Low 12235.50 12491.00 12667.00 12273.25 13183.50 12897.75 13450.00 14437.00 14699.00 14670.25 14367.75  
Close/Last 12858.50 12880.00 12885.75 13068.00 13826.75 13662.00 14536.75 14944.25 15571.25 14682.50 15838.50  

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