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ScenarioSM Study for S&P MidCap 400 Index as of Jul 07, 2025 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 45 | |
Closed Higher | 27 | 29 | 26 | 23 | 23 | 21 | 28 | 31 | 32 | 26 | 30 | |
Exceeded High | 23 | 25 | 23 | 20 | 17 | 18 | 24 | 29 | 30 | 23 | 25 | |
Scenario Percentage | 85% | 86% | 88% | 87% | 74% | 86% | 86% | 94% | 94% | 88% | 83% | |
Avg Max Increase | 6.50% | 5.01% | 5.65% | 4.78% | 4.74% | 6.33% | 7.85% | 6.30% | 5.71% | 5.97% | 4.47% | |
Max Increase | 18.21% | 12.75% | 15.77% | 13.08% | 15.38% | 17.53% | 22.86% | 14.49% | 17.05% | 14.64% | 12.73% | |
Avg Days To Max Increase | 15 | 18 | 19 | 15 | 17 | 20 | 20 | 20 | 17 | 18 | 21 | |
Avg Max Decline | -1.73% | -1.78% | -1.31% | -2.18% | -2.10% | -7.89% | -1.22% | -1.39% | -2.01% | -0.57% | -0.93% | |
Max Decline | -9.32% | -6.33% | -6.76% | -9.27% | -8.18% | -99.96% | -4.63% | -7.75% | -7.86% | -3.57% | -5.84% | |
Avg Days to Max Decline | 7 | 12 | 8 | 9 | 9 | 8 | 8 | 11 | 7 | 7 | 5 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.