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ScenarioSM Study for S&P MidCap 400 Index as of May 10, 2021 | ||||||||||||
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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 | Feb | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | ||
Closed Higher | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |||||
Exceeded High | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |||||
Scenario Percentage | 100% | 100% | 100% | 100% | 100% | 100% | 100% | |||||
Avg Max Increase | 18.21% | 10.33% | 10.79% | 5.99% | 4.92% | 22.86% | 7.66% | |||||
Max Increase | 18.21% | 10.33% | 10.79% | 5.99% | 4.92% | 22.86% | 7.66% | |||||
Avg Days To Max Increase | 8 | 8 | 11 | 11 | 23 | 28 | 28 | |||||
Avg Max Decline | -9.32% | -0.11% | -3.10% | 0.07% | -8.18% | 0.83% | 0.31% | |||||
Max Decline | -9.32% | -0.11% | -3.10% | 0.07% | -8.18% | 0.83% | 0.31% | |||||
Avg Days to Max Decline | 14 | 1 | 9 | 3 | 24 | 2 | 2 | |||||
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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