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ScenarioSM Study for Dow Jones Transportation as of Jan 01, 2009 | ||||||||||||
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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 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 25 | 23 | 25 | 22 | 21 | 17 | 18 | 17 | 13 | 27 | 27 | |
Exceeded High | 23 | 19 | 21 | 18 | 13 | 14 | 14 | 12 | 13 | 24 | 21 | |
Scenario Percentage | 92% | 83% | 84% | 82% | 62% | 82% | 78% | 71% | 100% | 89% | 78% | |
Avg Max Increase | 8.16% | 7.83% | 9.37% | 6.24% | 8.70% | 7.98% | 8.38% | 9.86% | 10.28% | 8.27% | 4.88% | |
Max Increase | 18.41% | 19.90% | 17.50% | 13.17% | 18.59% | 21.17% | 20.58% | 22.99% | 28.74% | 21.22% | 13.73% | |
Avg Days To Max Increase | 17 | 19 | 18 | 16 | 22 | 12 | 15 | 18 | 18 | 16 | 15 | |
Avg Max Decline | -2.24% | -1.96% | -1.59% | -2.30% | -2.11% | -1.87% | -2.74% | -2.06% | -1.89% | -2.27% | -0.91% | |
Max Decline | -7.66% | -5.48% | -4.33% | -7.65% | -6.06% | -9.97% | -9.09% | -5.70% | -5.56% | -9.74% | -2.36% | |
Avg Days to Max Decline | 7 | 11 | 8 | 7 | 8 | 7 | 6 | 6 | 7 | 13 | 4 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | No | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.