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ScenarioSM Study for S & P Midcap 400 Index as of Jan 01, 2019 | ||||||||||||
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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 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 22 | 26 | 30 | 24 | 25 | 23 | 17 | 21 | 19 | 24 | 27 | |
Exceeded High | 20 | 25 | 25 | 21 | 23 | 20 | 16 | 15 | 16 | 20 | 25 | |
Scenario Percentage | 91% | 96% | 83% | 88% | 92% | 87% | 94% | 71% | 84% | 83% | 93% | |
Avg Max Increase | 5.71% | 5.94% | 6.19% | 6.15% | 4.77% | 5.61% | 4.99% | 4.88% | 6.58% | 7.01% | 3.52% | |
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 | 19 | 20 | 21 | 16 | 18 | 18 | 15 | 16 | 20 | 19 | 17 | |
Avg Max Decline | -0.64% | -1.19% | -1.77% | -1.41% | -1.78% | -1.19% | -1.88% | -1.47% | -2.36% | -1.32% | -0.71% | |
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 | 8 | 9 | 10 | 6 | 13 | 7 | 9 | 8 | 7 | 10 | 5 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | No | Not Yet |
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