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ScenarioSM Study for S & P Midcap 400 Index as of Dec 30, 2016 | ||||||||||||
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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 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 20 | 24 | 28 | 22 | 23 | 20 | 14 | 19 | 18 | 23 | 24 | |
Exceeded High | 19 | 23 | 23 | 19 | 21 | 17 | 13 | 14 | 15 | 19 | 23 | |
Scenario Percentage | 95% | 96% | 82% | 86% | 91% | 85% | 93% | 74% | 83% | 83% | 96% | |
Avg Max Increase | 5.78% | 5.89% | 6.35% | 6.45% | 4.83% | 5.82% | 5.60% | 5.15% | 6.61% | 7.14% | 3.59% | |
Max Increase | 13.42% | 15.51% | 20.63% | 13.40% | 12.75% | 15.77% | 13.08% | 15.38% | 17.53% | 14.14% | 8.53% | |
Avg Days To Max Increase | 20 | 20 | 20 | 16 | 18 | 17 | 14 | 17 | 19 | 20 | 18 | |
Avg Max Decline | -0.64% | -1.33% | -1.68% | -1.26% | -1.65% | -1.20% | -1.79% | -1.52% | -2.52% | -1.31% | -0.65% | |
Max Decline | -3.57% | -9.28% | -5.21% | -4.59% | -6.33% | -6.76% | -6.71% | -3.68% | -12.49% | -4.63% | -4.10% | |
Avg Days to Max Decline | 9 | 9 | 11 | 5 | 11 | 8 | 9 | 8 | 7 | 9 | 6 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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