MRCI Online
|
| ScenarioSM Study for September NASDAQ 100(CME) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 1 | 1 | 1 | 12 | 12 | 12 | 12 | 12 | 12 | 13 | 13 | |
| Closed Higher | 1 | 7 | 3 | 7 | 7 | 6 | 6 | 5 | 7 | |||
| Exceeded High | 3 | 3 | 5 | 7 | 6 | 4 | 4 | 6 | ||||
| Scenario Percentage | 0% | 43% | 100% | 71% | 100% | 100% | 67% | 80% | 86% | |||
| Avg Max Increase | 6.07% | 10.56% | 8.05% | 9.23% | 6.77% | 9.47% | 5.24% | 4.50% | ||||
| Max Increase | 13.43% | 13.60% | 17.38% | 14.22% | 14.72% | 11.75% | 8.95% | 8.96% | ||||
| Avg Days To Max Increase | 9 | 25 | 22 | 17 | 21 | 20 | 8 | 9 | ||||
| Avg Max Decline | 1.63% | -4.44% | -1.99% | -2.53% | -3.10% | -2.18% | -2.49% | -1.09% | ||||
| Max Decline | 0.84% | -6.20% | -6.15% | -8.94% | -5.88% | -4.32% | -5.86% | -2.13% | ||||
| Avg Days to Max Decline | 2 | 10 | 6 | 23 | 14 | 3 | 3 | 3 | ||||
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | Not Yet | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
