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| ScenarioSM Study for S&P MidCap 400 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 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 25 | 29 | 32 | 27 | 28 | 26 | 22 | 23 | 20 | 28 | 31 | |
| Exceeded High | 23 | 28 | 26 | 23 | 24 | 23 | 19 | 17 | 17 | 24 | 29 | |
| Scenario Percentage | 92% | 97% | 81% | 85% | 86% | 88% | 86% | 74% | 85% | 86% | 94% | |
| Avg Max Increase | 6.00% | 6.01% | 6.21% | 6.50% | 5.00% | 5.65% | 4.95% | 4.74% | 6.49% | 7.52% | 3.77% | |
| Max Increase | 14.64% | 15.51% | 20.63% | 18.21% | 12.75% | 15.77% | 13.08% | 15.38% | 17.53% | 22.86% | 9.92% | |
| Avg Days To Max Increase | 18 | 21 | 20 | 15 | 18 | 19 | 14 | 17 | 20 | 19 | 18 | |
| Avg Max Decline | -0.57% | -1.53% | -1.68% | -1.73% | -1.71% | -1.31% | -1.81% | -2.10% | -2.48% | -1.22% | -0.70% | |
| Max Decline | -3.57% | -9.28% | -5.21% | -9.32% | -6.33% | -6.76% | -6.71% | -8.18% | -12.49% | -4.63% | -4.10% | |
| Avg Days to Max Decline | 7 | 9 | 10 | 7 | 12 | 8 | 9 | 9 | 6 | 8 | 5 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
