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