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| ScenarioSM Study for DJIA Index as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 26 | 31 | 28 | 22 | 20 | 25 | 26 | 16 | 26 | 29 | |
| Exceeded High | 27 | 25 | 27 | 25 | 19 | 17 | 21 | 21 | 14 | 23 | 21 | |
| Scenario Percentage | 93% | 96% | 87% | 89% | 86% | 85% | 84% | 81% | 88% | 88% | 72% | |
| Avg Max Increase | 5.85% | 5.92% | 6.69% | 4.63% | 5.25% | 5.06% | 4.46% | 4.30% | 6.41% | 6.02% | 3.31% | |
| 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 | 20 | 15 | 17 | 14 | 21 | 19 | 19 | |
| Avg Max Decline | -1.46% | -1.40% | -1.79% | -1.40% | -1.84% | -1.65% | -2.32% | -2.17% | -1.58% | -1.99% | -1.12% | |
| 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 | 14 | 9 | 11 | 12 | 6 | 10 | 5 | |
| 2013 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.
