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ScenarioSM Study for S & P 500 Stock Index as of Jan 01, 2007 | |||||||||||
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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 | 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 | 28 | 24 | 29 | 30 | 24 | 25 | 20 | 26 | 19 | 28 | 30 |
Exceeded High | 26 | 20 | 24 | 26 | 19 | 20 | 19 | 20 | 17 | 26 | 23 |
Scenario Percentage | 93% | 83% | 83% | 87% | 79% | 80% | 95% | 77% | 89% | 93% | 77% |
Avg Max Increase | 5.25% | 5.16% | 5.83% | 4.45% | 5.11% | 4.71% | 4.29% | 4.99% | 6.74% | 5.91% | 3.35% |
Max Increase | 13.54% | 11.08% | 13.82% | 12.57% | 12.90% | 11.86% | 8.63% | 18.33% | 20.72% | 13.32% | 6.99% |
Avg Days To Max Increase | 17 | 18 | 16 | 18 | 19 | 18 | 19 | 14 | 20 | 17 | 15 |
Avg Max Decline | -1.32% | -0.56% | -1.36% | -1.50% | -1.30% | -1.48% | -1.71% | -1.24% | -1.77% | -1.20% | -0.46% |
Max Decline | -5.29% | -2.07% | -5.27% | -4.78% | -3.72% | -7.55% | -4.23% | -3.57% | -9.22% | -5.95% | -2.30% |
Avg Days to Max Decline | 8 | 6 | 6 | 9 | 12 | 9 | 10 | 8 | 7 | 7 | 2 |
2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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