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ScenarioSM Study for S&P MidCap 400 Index as of Sep 29, 2023 | ||||||||||||
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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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 2 | 2 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | |
Closed Higher | 2 | 1 | 2 | 2 | 2 | 3 | 1 | 3 | 2 | 3 | ||
Exceeded High | 2 | 1 | 2 | 1 | 2 | 1 | 1 | 3 | 2 | 3 | ||
Scenario Percentage | 100% | 100% | 100% | 50% | 100% | 33% | 100% | 100% | 100% | 100% | ||
Avg Max Increase | 6.57% | 14.64% | 7.90% | 6.55% | 10.11% | 10.33% | 10.79% | 4.71% | 3.68% | 9.06% | ||
Max Increase | 11.90% | 14.64% | 11.32% | 6.55% | 18.21% | 10.33% | 10.79% | 5.99% | 4.92% | 17.01% | ||
Avg Days To Max Increase | 14 | 15 | 29 | 10 | 9 | 8 | 11 | 9 | 24 | 15 | ||
Avg Max Decline | -1.38% | 0.29% | -4.72% | 0.38% | -5.12% | -0.11% | -3.10% | -1.47% | -6.83% | -1.10% | ||
Max Decline | -2.34% | 0.29% | -5.84% | 0.38% | -9.32% | -0.11% | -3.10% | -2.71% | -8.18% | -4.38% | ||
Avg Days to Max Decline | 3 | 1 | 6 | 1 | 10 | 1 | 9 | 9 | 22 | 2 | ||
2023 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.