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ScenarioSM Study for DJIA Index as of Jan 01, 2009 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 30 | 23 | 28 | 27 | 21 | 21 | 24 | 26 | 16 | 25 | 28 | |
Exceeded High | 27 | 22 | 24 | 24 | 18 | 18 | 20 | 21 | 13 | 22 | 19 | |
Scenario Percentage | 90% | 96% | 86% | 89% | 86% | 86% | 83% | 81% | 81% | 88% | 68% | |
Avg Max Increase | 5.68% | 5.90% | 6.69% | 4.51% | 5.10% | 5.21% | 4.58% | 4.59% | 6.11% | 5.63% | 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 | 19 | 15 | 17 | 15 | 21 | 17 | 17 | |
Avg Max Decline | -1.59% | -1.22% | -1.82% | -1.48% | -1.62% | -1.46% | -2.07% | -2.05% | -1.43% | -2.09% | -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 | 12 | 7 | 10 | 3 | |
2008 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | No |
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