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ScenarioSM Study for DJIA Index as of Jan 01, 2016 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 28 | 27 | 30 | 29 | 24 | 21 | 25 | 25 | 16 | 27 | 30 | |
Exceeded High | 27 | 26 | 27 | 26 | 20 | 18 | 20 | 20 | 14 | 24 | 21 | |
Scenario Percentage | 96% | 96% | 90% | 90% | 83% | 86% | 80% | 80% | 88% | 89% | 70% | |
Avg Max Increase | 5.85% | 5.67% | 6.59% | 4.56% | 5.12% | 4.89% | 4.38% | 4.25% | 6.41% | 5.94% | 3.06% | |
Max Increase | 17.19% | 12.99% | 14.40% | 11.78% | 12.99% | 13.15% | 8.35% | 16.09% | 19.66% | 13.83% | 6.35% | |
Avg Days To Max Increase | 16 | 17 | 19 | 15 | 20 | 16 | 17 | 14 | 21 | 19 | 19 | |
Avg Max Decline | -1.46% | -1.32% | -1.79% | -1.40% | -1.76% | -1.72% | -2.22% | -2.23% | -1.58% | -1.92% | -1.28% | |
Max Decline | -7.01% | -5.49% | -5.55% | -5.22% | -4.86% | -4.42% | -8.64% | -7.27% | -4.75% | -7.49% | -4.81% | |
Avg Days to Max Decline | 8 | 9 | 10 | 6 | 13 | 10 | 11 | 12 | 6 | 11 | 5 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.