|
ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 25 | 25 | 27 | 27 | 27 | 24 | 22 | 26 | 16 | 26 | 29 | |
Exceeded High | 20 | 22 | 22 | 24 | 25 | 19 | 19 | 20 | 15 | 23 | 23 | |
Scenario Percentage | 80% | 88% | 81% | 89% | 93% | 79% | 86% | 77% | 94% | 88% | 79% | |
Avg Max Increase | 336.19% | 11.13% | 11.13% | 8.39% | 8.78% | 12.20% | 5.29% | 11.95% | 13.15% | 13.38% | 7.09% | |
Max Increase | 5621.63% | 134.56% | 107.78% | 60.72% | 37.88% | 63.49% | 16.81% | 146.50% | 66.56% | 131.91% | 71.53% | |
Avg Days To Max Increase | 18 | 17 | 17 | 17 | 21 | 19 | 17 | 14 | 19 | 19 | 17 | |
Avg Max Decline | -8.64% | -2.92% | -3.22% | -6.70% | -5.60% | -3.14% | -3.26% | -4.01% | -2.43% | -2.63% | -2.29% | |
Max Decline | -90.81% | -20.91% | -24.02% | -99.66% | -40.09% | -13.45% | -26.63% | -47.49% | -16.25% | -16.41% | -17.11% | |
Avg Days to Max Decline | 6 | 8 | 9 | 9 | 16 | 10 | 10 | 8 | 6 | 11 | 5 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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