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ScenarioSM Study for DJIA Index as of May 09, 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 31 | 27 | 23 | 31 | 25 | 17 | 27 | 33 | 31 | 27 | 28 | |
Exceeded High | 29 | 23 | 21 | 25 | 21 | 16 | 25 | 30 | 29 | 24 | 25 | |
Scenario Percentage | 94% | 85% | 91% | 81% | 84% | 94% | 93% | 91% | 94% | 89% | 89% | |
Avg Max Increase | 4.50% | 5.02% | 5.30% | 4.13% | 4.25% | 6.22% | 5.92% | 5.21% | 5.86% | 5.57% | 4.03% | |
Max Increase | 13.28% | 12.99% | 13.15% | 10.49% | 16.09% | 19.66% | 13.83% | 15.46% | 11.62% | 17.19% | 7.72% | |
Avg Days To Max Increase | 14 | 21 | 15 | 16 | 14 | 20 | 21 | 19 | 19 | 16 | 18 | |
Avg Max Decline | -1.76% | -1.83% | -1.45% | -1.63% | -2.15% | -1.56% | -1.99% | -2.03% | -1.83% | -0.96% | -0.85% | |
Max Decline | -7.19% | -4.86% | -4.42% | -5.45% | -7.27% | -4.75% | -7.49% | -9.87% | -6.68% | -3.68% | -2.17% | |
Avg Days to Max Decline | 7 | 14 | 10 | 10 | 11 | 6 | 12 | 11 | 11 | 7 | 4 | |
2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | 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.