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ScenarioSM Study for Russell 2000 Index as of Jun 30, 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 26 | 31 | 34 | 24 | 28 | 30 | 27 | 29 | 28 | 24 | 24 | |
Exceeded High | 23 | 29 | 32 | 20 | 26 | 26 | 23 | 26 | 21 | 20 | 20 | |
Scenario Percentage | 88% | 94% | 94% | 83% | 93% | 87% | 85% | 90% | 75% | 83% | 83% | |
Avg Max Increase | 9.05% | 7.50% | 7.43% | 6.85% | 6.52% | 6.58% | 7.26% | 5.93% | 6.33% | 6.02% | 3.26% | |
Max Increase | 31.70% | 20.61% | 21.03% | 18.63% | 18.68% | 21.06% | 17.32% | 15.48% | 18.80% | 15.99% | 9.31% | |
Avg Days To Max Increase | 20 | 18 | 17 | 16 | 20 | 19 | 14 | 18 | 21 | 20 | 17 | |
Avg Max Decline | -1.17% | -1.74% | -2.15% | -0.58% | -1.58% | -1.82% | -2.04% | -1.64% | -1.57% | -1.80% | -1.12% | |
Max Decline | -5.68% | -8.72% | -7.37% | -3.42% | -5.77% | -5.59% | -9.88% | -5.97% | -6.84% | -9.57% | -4.22% | |
Avg Days to Max Decline | 9 | 10 | 8 | 7 | 7 | 10 | 6 | 11 | 6 | 8 | 4 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.