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ScenarioSM Study for DJIA Index as of Jun 08, 2020 | ||||||||||||
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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 | 27 | 30 | 31 | 26 | 24 | 28 | 25 | 18 | 26 | 33 | |
Exceeded High | 26 | 26 | 27 | 28 | 23 | 21 | 22 | 21 | 16 | 24 | 23 | |
Scenario Percentage | 93% | 96% | 90% | 90% | 88% | 88% | 79% | 84% | 89% | 92% | 70% | |
Avg Max Increase | 5.83% | 5.45% | 6.43% | 4.46% | 5.06% | 4.71% | 4.20% | 4.41% | 6.22% | 5.92% | 3.10% | |
Max Increase | 17.19% | 12.99% | 14.40% | 11.78% | 12.99% | 13.15% | 8.35% | 16.09% | 19.66% | 13.83% | 6.35% | |
Avg Days To Max Increase | 17 | 16 | 18 | 14 | 21 | 15 | 17 | 15 | 20 | 20 | 20 | |
Avg Max Decline | -1.21% | -1.31% | -1.68% | -1.58% | -1.78% | -1.55% | -1.82% | -2.19% | -1.56% | -1.81% | -1.33% | |
Max Decline | -4.41% | -5.49% | -5.55% | -7.19% | -4.86% | -4.42% | -5.45% | -7.27% | -4.75% | -7.49% | -4.81% | |
Avg Days to Max Decline | 8 | 9 | 9 | 7 | 14 | 10 | 11 | 12 | 6 | 11 | 5 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes |
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