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ScenarioSM Study for S & P Midcap 400 Index as of Jan 01, 2013 | ||||||||||||
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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 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 19 | 21 | 25 | 21 | 20 | 19 | 12 | 18 | 17 | 20 | 21 | |
Exceeded High | 18 | 20 | 20 | 18 | 18 | 16 | 12 | 13 | 14 | 16 | 20 | |
Scenario Percentage | 95% | 95% | 80% | 86% | 90% | 84% | 100% | 72% | 82% | 80% | 95% | |
Avg Max Increase | 5.79% | 6.31% | 6.86% | 6.51% | 4.96% | 6.10% | 5.87% | 5.50% | 6.68% | 7.84% | 3.83% | |
Max Increase | 13.42% | 15.51% | 20.63% | 13.40% | 12.75% | 15.77% | 13.08% | 15.38% | 17.53% | 14.14% | 8.53% | |
Avg Days To Max Increase | 20 | 21 | 21 | 16 | 18 | 18 | 15 | 18 | 19 | 21 | 18 | |
Avg Max Decline | -0.60% | -1.23% | -1.55% | -1.22% | -1.50% | -1.29% | -1.97% | -1.64% | -2.54% | -1.12% | -0.46% | |
Max Decline | -3.57% | -9.28% | -5.21% | -4.59% | -6.33% | -6.76% | -6.71% | -3.68% | -12.49% | -4.63% | -2.57% | |
Avg Days to Max Decline | 8 | 9 | 10 | 5 | 11 | 8 | 10 | 9 | 7 | 7 | 5 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | No | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.