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| ScenarioSM Study for DJIA Index as of Jan 01, 2007 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 24 | 28 | 26 | 21 | 21 | 24 | 26 | 16 | 26 | 29 |
| Exceeded High | 27 | 23 | 24 | 23 | 18 | 18 | 20 | 21 | 13 | 24 | 20 |
| Scenario Percentage | 90% | 96% | 86% | 88% | 86% | 86% | 83% | 81% | 81% | 92% | 69% |
| Avg Max Increase | 5.68% | 5.76% | 6.53% | 4.48% | 4.98% | 5.21% | 4.57% | 4.54% | 6.30% | 5.75% | 3.24% |
| Max Increase | 17.19% | 12.99% | 14.40% | 11.78% | 12.99% | 13.15% | 8.35% | 16.09% | 19.66% | 13.83% | 6.80% |
| Avg Days To Max Increase | 16 | 18 | 19 | 14 | 18 | 15 | 18 | 15 | 23 | 16 | 17 |
| Avg Max Decline | -1.64% | -1.20% | -1.83% | -1.56% | -1.52% | -1.46% | -2.14% | -1.93% | -1.44% | -2.20% | -0.98% |
| Max Decline | -7.01% | -3.24% | -5.55% | -5.22% | -2.92% | -4.42% | -8.64% | -6.47% | -4.75% | -7.49% | -4.81% |
| Avg Days to Max Decline | 9 | 10 | 12 | 6 | 11 | 8 | 10 | 11 | 7 | 11 | 3 |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
