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ScenarioSM Study for Dow Jones Transportation as of Jan 01, 2013 | ||||||||||||
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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 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 26 | 25 | 29 | 25 | 22 | 19 | 20 | 18 | 15 | 30 | 31 | |
Exceeded High | 24 | 21 | 24 | 20 | 14 | 15 | 16 | 13 | 15 | 27 | 25 | |
Scenario Percentage | 92% | 84% | 83% | 80% | 64% | 79% | 80% | 72% | 100% | 90% | 81% | |
Avg Max Increase | 7.88% | 8.30% | 10.03% | 6.16% | 9.00% | 8.66% | 8.43% | 9.94% | 10.01% | 7.98% | 4.89% | |
Max Increase | 18.41% | 19.90% | 28.84% | 13.17% | 18.59% | 21.17% | 20.58% | 22.99% | 28.74% | 21.22% | 13.73% | |
Avg Days To Max Increase | 17 | 20 | 18 | 15 | 22 | 13 | 16 | 18 | 18 | 17 | 17 | |
Avg Max Decline | -2.37% | -1.95% | -1.60% | -2.19% | -2.43% | -2.25% | -3.01% | -2.10% | -2.04% | -2.50% | -0.98% | |
Max Decline | -7.66% | -5.48% | -4.33% | -7.65% | -6.65% | -9.97% | -9.31% | -5.70% | -5.56% | -9.74% | -3.96% | |
Avg Days to Max Decline | 8 | 11 | 8 | 6 | 10 | 7 | 8 | 6 | 6 | 13 | 4 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.