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ScenarioSM Study for DJIA Index as of Aug 02, 2024 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 33 | 31 | 27 | 27 | 30 | 31 | 27 | 23 | 31 | 25 | 17 | |
Exceeded High | 30 | 29 | 24 | 26 | 28 | 29 | 23 | 21 | 25 | 21 | 14 | |
Scenario Percentage | 91% | 94% | 89% | 96% | 93% | 94% | 85% | 91% | 81% | 84% | 82% | |
Avg Max Increase | 5.24% | 5.97% | 5.58% | 5.36% | 5.64% | 4.50% | 5.02% | 5.30% | 4.13% | 4.24% | 3.79% | |
Max Increase | 15.46% | 11.62% | 17.19% | 10.75% | 13.74% | 13.28% | 12.99% | 13.15% | 10.49% | 16.09% | 10.47% | |
Avg Days To Max Increase | 19 | 19 | 16 | 16 | 18 | 14 | 21 | 15 | 16 | 14 | 17 | |
Avg Max Decline | -2.11% | -1.80% | -1.13% | -1.31% | -1.50% | -1.76% | -1.83% | -1.45% | -1.63% | -1.85% | -1.15% | |
Max Decline | -9.87% | -6.68% | -4.41% | -5.49% | -5.55% | -7.19% | -4.86% | -4.42% | -5.45% | -4.94% | -4.75% | |
Avg Days to Max Decline | 11 | 10 | 7 | 9 | 10 | 7 | 14 | 10 | 10 | 10 | 3 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.