|
ScenarioSM Study for S & P 100(OEX) as of Sep 29, 2023 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 31 | 27 | 25 | 29 | 32 | 28 | 25 | 26 | 28 | 17 | 28 | |
Exceeded High | 29 | 22 | 23 | 25 | 29 | 26 | 20 | 22 | 23 | 17 | 22 | |
Scenario Percentage | 94% | 81% | 92% | 86% | 91% | 93% | 80% | 85% | 82% | 100% | 79% | |
Avg Max Increase | 5.89% | 5.29% | 5.11% | 6.10% | 4.87% | 4.83% | 6.64% | 4.51% | 4.21% | 6.27% | 4.86% | |
Max Increase | 13.37% | 13.80% | 10.84% | 14.38% | 12.09% | 13.06% | 15.37% | 11.56% | 15.80% | 19.90% | 10.11% | |
Avg Days To Max Increase | 17 | 17 | 18 | 18 | 18 | 22 | 20 | 15 | 14 | 18 | 19 | |
Avg Max Decline | -1.71% | -1.16% | -1.41% | -1.38% | -1.83% | -1.91% | -1.15% | -1.57% | -1.54% | -1.58% | -0.56% | |
Max Decline | -6.34% | -5.46% | -6.16% | -5.14% | -4.51% | -5.40% | -4.86% | -5.76% | -5.63% | -7.75% | -4.88% | |
Avg Days to Max Decline | 7 | 6 | 7 | 8 | 9 | 16 | 9 | 9 | 9 | 6 | 4 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | No |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |