|
ScenarioSM Study for December E-mini DJIA Index(CBOT) as of Jun 23, 2023 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 23 | 23 | 23 | 23 | 23 | 23 | 24 | 25 | 25 | 25 | 26 | |
Closed Higher | 10 | 14 | 14 | 18 | 13 | 10 | 16 | 15 | 11 | 17 | 20 | |
Exceeded High | 9 | 13 | 13 | 16 | 10 | 9 | 14 | 12 | 11 | 17 | 15 | |
Scenario Percentage | 90% | 93% | 93% | 89% | 77% | 90% | 88% | 80% | 100% | 100% | 75% | |
Avg Max Increase | 4.77% | 4.74% | 5.82% | 3.90% | 4.43% | 4.33% | 4.74% | 4.09% | 6.40% | 5.16% | 2.45% | |
Max Increase | 7.52% | 10.70% | 13.32% | 13.65% | 9.13% | 12.10% | 10.91% | 6.97% | 19.59% | 12.49% | 4.65% | |
Avg Days To Max Increase | 17 | 15 | 15 | 14 | 23 | 20 | 16 | 14 | 18 | 11 | 10 | |
Avg Max Decline | -0.30% | -0.71% | -0.56% | -1.24% | -2.45% | -1.97% | -1.62% | -2.10% | -1.89% | -1.27% | -0.93% | |
Max Decline | -2.63% | -4.99% | -2.49% | -7.49% | -4.73% | -4.81% | -4.89% | -7.25% | -4.88% | -6.46% | -3.37% | |
Avg Days to Max Decline | 7 | 5 | 7 | 10 | 18 | 16 | 10 | 12 | 4 | 8 | 3 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.