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| ScenarioSM Study for DJIA Index as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 22 | 28 | 28 | 21 | 20 | 24 | 27 | 16 | 26 | 28 |
| Exceeded High | 26 | 21 | 24 | 25 | 18 | 17 | 20 | 22 | 13 | 23 | 20 |
| Scenario Percentage | 90% | 95% | 86% | 89% | 86% | 85% | 83% | 81% | 81% | 88% | 71% |
| Avg Max Increase | 5.70% | 5.99% | 7.11% | 4.68% | 5.35% | 5.35% | 4.76% | 4.68% | 6.54% | 5.78% | 3.27% |
| 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 | 14 | 17 | 15 | 22 | 17 | 18 |
| Avg Max Decline | -1.62% | -1.27% | -1.86% | -1.45% | -1.73% | -1.52% | -1.98% | -2.07% | -1.53% | -2.01% | -0.98% |
| Max Decline | -7.01% | -3.24% | -5.55% | -5.22% | -4.86% | -4.42% | -8.64% | -6.47% | -4.75% | -7.49% | -4.81% |
| Avg Days to Max Decline | 9 | 11 | 11 | 5 | 13 | 8 | 10 | 11 | 6 | 10 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | 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.
