|
ScenarioSM Study for S & P 100(OEX) as of Jun 08, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 26 | 26 | 28 | 28 | 27 | 25 | 22 | 27 | 16 | 27 | 30 | |
Exceeded High | 21 | 23 | 23 | 24 | 25 | 19 | 19 | 21 | 15 | 23 | 24 | |
Scenario Percentage | 81% | 88% | 82% | 86% | 93% | 76% | 86% | 78% | 94% | 85% | 80% | |
Avg Max Increase | 320.84% | 11.30% | 11.07% | 8.39% | 8.78% | 12.20% | 5.29% | 11.50% | 13.15% | 13.38% | 9.31% | |
Max Increase | 5621.63% | 134.56% | 107.78% | 60.72% | 37.88% | 63.49% | 16.81% | 146.50% | 66.56% | 131.91% | 71.53% | |
Avg Days To Max Increase | 18 | 18 | 18 | 17 | 21 | 19 | 17 | 14 | 19 | 19 | 18 | |
Avg Max Decline | -8.34% | -2.96% | -3.03% | -6.70% | -5.60% | -3.14% | -3.26% | -8.58% | -2.43% | -2.63% | -3.71% | |
Max Decline | -90.81% | -20.91% | -24.02% | -99.66% | -40.09% | -13.45% | -26.63% | -99.95% | -16.25% | -16.41% | -36.45% | |
Avg Days to Max Decline | 6 | 8 | 9 | 9 | 16 | 10 | 10 | 9 | 6 | 11 | 5 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | No | No | Yes | No | Yes |
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