|
ScenarioSM Study for S&P MidCap 400 Index as of Feb 07, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | |
Closed Higher | 7 | 11 | 11 | 10 | 8 | 7 | 8 | 8 | 8 | 9 | 11 | |
Exceeded High | 6 | 11 | 10 | 8 | 8 | 7 | 6 | 6 | 7 | 7 | 10 | |
Scenario Percentage | 86% | 100% | 91% | 80% | 100% | 100% | 75% | 75% | 88% | 78% | 91% | |
Avg Max Increase | 5.88% | 5.47% | 6.09% | 4.39% | 4.15% | 5.31% | 4.88% | 5.12% | 5.79% | 5.13% | 3.51% | |
Max Increase | 7.71% | 15.51% | 20.63% | 7.68% | 10.03% | 15.77% | 13.08% | 9.66% | 7.76% | 10.50% | 8.53% | |
Avg Days To Max Increase | 21 | 21 | 18 | 9 | 16 | 22 | 18 | 13 | 21 | 17 | 17 | |
Avg Max Decline | -0.42% | -2.67% | -2.05% | -1.65% | -3.22% | -2.01% | -2.21% | -1.65% | -1.94% | -1.52% | -1.24% | |
Max Decline | -1.35% | -9.28% | -4.56% | -3.62% | -6.33% | -6.76% | -6.71% | -3.23% | -4.37% | -2.86% | -4.10% | |
Avg Days to Max Decline | 12 | 10 | 10 | 7 | 19 | 9 | 11 | 5 | 3 | 12 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | No | Yes | No | Yes | Yes | Yes |
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.