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ScenarioSM Study for DJIA Index as of Jan 01, 2013 | ||||||||||||
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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 | 28 | 25 | 30 | 28 | 21 | 20 | 24 | 27 | 16 | 26 | 29 | |
Exceeded High | 26 | 24 | 26 | 25 | 18 | 17 | 20 | 22 | 14 | 23 | 21 | |
Scenario Percentage | 93% | 96% | 87% | 89% | 86% | 85% | 83% | 81% | 88% | 88% | 72% | |
Avg Max Increase | 5.87% | 5.92% | 6.69% | 4.55% | 5.35% | 5.06% | 4.61% | 4.50% | 6.33% | 5.94% | 3.23% | |
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 | 13 | 19 | 15 | 17 | 14 | 21 | 18 | 18 | |
Avg Max Decline | -1.50% | -1.43% | -1.82% | -1.40% | -1.73% | -1.65% | -2.20% | -2.08% | -1.41% | -2.06% | -1.05% | |
Max Decline | -7.01% | -5.49% | -5.55% | -5.22% | -4.86% | -4.42% | -8.64% | -6.47% | -4.75% | -7.49% | -4.81% | |
Avg Days to Max Decline | 8 | 10 | 11 | 5 | 13 | 9 | 10 | 11 | 6 | 9 | 4 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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