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ScenarioSM Study for September E-mini DJIA Index(CBOT) as of Dec 27, 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 20 | 21 | 23 | 24 | 24 | 24 | 25 | 26 | 26 | 26 | 26 | |
Closed Higher | 12 | 16 | 17 | 11 | 14 | 15 | 20 | 15 | 11 | 17 | 15 | |
Exceeded High | 12 | 15 | 15 | 10 | 12 | 15 | 19 | 11 | 10 | 13 | 10 | |
Scenario Percentage | 100% | 94% | 88% | 91% | 86% | 100% | 95% | 73% | 91% | 76% | 67% | |
Avg Max Increase | 5.40% | 4.15% | 4.76% | 4.47% | 5.19% | 5.57% | 4.15% | 4.64% | 4.70% | 4.17% | 1.73% | |
Max Increase | 9.27% | 10.33% | 8.07% | 7.61% | 10.85% | 13.52% | 13.83% | 9.18% | 12.04% | 10.87% | 3.79% | |
Avg Days To Max Increase | 22 | 18 | 19 | 18 | 17 | 13 | 13 | 23 | 20 | 9 | 8 | |
Avg Max Decline | -1.30% | -1.33% | -1.03% | -0.50% | -1.20% | -1.17% | -1.58% | -2.53% | -1.68% | -0.96% | -0.94% | |
Max Decline | -6.06% | -4.88% | -6.63% | -2.60% | -5.62% | -3.65% | -7.44% | -4.88% | -4.31% | -2.66% | -2.52% | |
Avg Days to Max Decline | 13 | 9 | 9 | 8 | 6 | 8 | 9 | 17 | 13 | 6 | 4 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.