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| ScenarioSM Study for DJIA Index as of Oct 31, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 27 | 30 | 31 | 27 | 23 | 31 | 25 | 17 | 27 | 33 | |
| Exceeded High | 24 | 26 | 28 | 29 | 23 | 21 | 25 | 21 | 16 | 25 | 26 | |
| Scenario Percentage | 89% | 96% | 93% | 94% | 85% | 91% | 81% | 84% | 94% | 93% | 79% | |
| Avg Max Increase | 5.58% | 5.36% | 5.64% | 4.50% | 5.02% | 5.30% | 4.13% | 4.25% | 6.22% | 5.87% | 3.07% | |
| Max Increase | 17.19% | 10.75% | 13.74% | 13.28% | 12.99% | 13.15% | 10.49% | 16.09% | 19.66% | 13.83% | 6.35% | |
| Avg Days To Max Increase | 16 | 16 | 18 | 14 | 21 | 15 | 16 | 14 | 20 | 21 | 20 | |
| Avg Max Decline | -1.13% | -1.31% | -1.50% | -1.76% | -1.83% | -1.45% | -1.63% | -2.15% | -1.56% | -1.99% | -1.32% | |
| 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 | 7 | 9 | 10 | 7 | 14 | 10 | 10 | 11 | 6 | 12 | 5 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | 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.
