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ScenarioSM Study for S & P 100(OEX) as of Jan 01, 2007 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 |
Closed Higher | 19 | 17 | 20 | 17 | 19 | 18 | 13 | 19 | 10 | 18 | 23 |
Exceeded High | 16 | 14 | 16 | 16 | 17 | 13 | 11 | 15 | 9 | 17 | 18 |
Scenario Percentage | 84% | 82% | 80% | 94% | 89% | 72% | 85% | 79% | 90% | 94% | 78% |
Avg Max Increase | 67.04% | 5.26% | 5.87% | 5.14% | 4.49% | 12.37% | 4.12% | 4.40% | 7.53% | 14.03% | 7.20% |
Max Increase | 992.91% | 10.82% | 13.01% | 12.10% | 13.06% | 63.49% | 7.11% | 15.82% | 19.91% | 131.91% | 71.53% |
Avg Days To Max Increase | 17 | 18 | 18 | 18 | 21 | 18 | 15 | 14 | 21 | 19 | 16 |
Avg Max Decline | -7.12% | -1.09% | -1.73% | -8.16% | -1.61% | -2.86% | -1.56% | -1.36% | -1.91% | -2.34% | -0.98% |
Max Decline | -90.81% | -4.03% | -5.15% | -99.66% | -5.41% | -13.45% | -4.32% | -3.13% | -7.74% | -16.41% | -5.32% |
Avg Days to Max Decline | 7 | 7 | 10 | 11 | 11 | 9 | 9 | 8 | 8 | 9 | 4 |
2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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