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ScenarioSM Study for S & P 100(OEX) as of Oct 31, 2022 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 27 | 25 | 28 | 32 | 28 | 26 | 25 | 28 | 17 | 27 | 31 | |
Exceeded High | 22 | 23 | 25 | 29 | 26 | 21 | 21 | 23 | 17 | 23 | 25 | |
Scenario Percentage | 81% | 92% | 89% | 91% | 93% | 81% | 84% | 82% | 100% | 85% | 81% | |
Avg Max Increase | 5.29% | 5.11% | 6.10% | 4.87% | 4.83% | 6.39% | 4.50% | 4.21% | 6.33% | 6.61% | 3.48% | |
Max Increase | 13.80% | 10.84% | 14.38% | 12.09% | 13.06% | 15.37% | 11.56% | 15.80% | 19.90% | 14.70% | 8.07% | |
Avg Days To Max Increase | 17 | 18 | 18 | 18 | 22 | 20 | 15 | 14 | 18 | 20 | 19 | |
Avg Max Decline | -1.16% | -1.41% | -1.38% | -1.83% | -1.91% | -1.18% | -1.59% | -1.54% | -1.58% | -1.14% | -1.16% | |
Max Decline | -5.46% | -6.16% | -5.14% | -4.51% | -5.40% | -4.86% | -5.76% | -5.63% | -7.75% | -5.57% | -5.32% | |
Avg Days to Max Decline | 6 | 7 | 8 | 9 | 16 | 9 | 10 | 9 | 6 | 12 | 5 | |
2022 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | Not Yet |
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