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ScenarioSM Study for DJIA Index as of Jan 01, 2008 | |||||||||||
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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 | 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 | 31 | 23 | 29 | 27 | 22 | 21 | 23 | 26 | 17 | 26 | 28 |
Exceeded High | 28 | 22 | 25 | 24 | 19 | 18 | 19 | 22 | 14 | 23 | 19 |
Scenario Percentage | 90% | 96% | 86% | 89% | 86% | 86% | 83% | 85% | 82% | 88% | 68% |
Avg Max Increase | 5.53% | 5.90% | 6.70% | 4.49% | 4.87% | 5.21% | 4.60% | 4.62% | 6.00% | 5.49% | 3.33% |
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 | 22 | 17 | 17 |
Avg Max Decline | -1.60% | -1.22% | -1.76% | -1.50% | -1.58% | -1.46% | -2.11% | -1.96% | -1.33% | -2.25% | -0.97% |
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 | 5 | 11 | 8 | 10 | 11 | 7 | 11 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No |
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