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| ScenarioSM Study for S & P 500 Stock Index as of Jan 01, 2008 | |||||||||||
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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 | 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 | 29 | 23 | 30 | 31 | 25 | 25 | 19 | 26 | 20 | 28 | 29 |
| Exceeded High | 27 | 19 | 25 | 27 | 20 | 20 | 18 | 21 | 18 | 25 | 22 |
| Scenario Percentage | 93% | 83% | 83% | 87% | 80% | 80% | 95% | 81% | 90% | 89% | 76% |
| Avg Max Increase | 5.12% | 5.35% | 5.92% | 4.43% | 4.93% | 4.71% | 4.38% | 5.08% | 6.54% | 5.69% | 3.44% |
| Max Increase | 13.54% | 11.08% | 13.82% | 12.57% | 12.90% | 11.86% | 8.63% | 18.33% | 20.72% | 13.32% | 6.99% |
| Avg Days To Max Increase | 17 | 18 | 17 | 17 | 19 | 18 | 19 | 14 | 20 | 17 | 15 |
| Avg Max Decline | -1.29% | -0.57% | -1.32% | -1.46% | -1.38% | -1.48% | -1.72% | -1.29% | -1.67% | -1.29% | -0.46% |
| Max Decline | -5.29% | -2.07% | -5.27% | -4.78% | -3.72% | -7.55% | -4.23% | -3.57% | -9.22% | -5.95% | -2.30% |
| Avg Days to Max Decline | 8 | 6 | 6 | 8 | 13 | 9 | 10 | 8 | 7 | 8 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
