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ScenarioSM Study for S & P 500 Stock Index as of Jan 01, 2010 | |||||||||||
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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 | 27 | 22 | 29 | 31 | 25 | 25 | 19 | 27 | 20 | 26 | 30 |
Exceeded High | 25 | 18 | 24 | 27 | 20 | 20 | 18 | 21 | 18 | 23 | 23 |
Scenario Percentage | 93% | 82% | 83% | 87% | 80% | 80% | 95% | 78% | 90% | 88% | 77% |
Avg Max Increase | 5.38% | 5.45% | 6.48% | 4.77% | 5.13% | 5.22% | 4.83% | 5.33% | 6.70% | 6.06% | 3.43% |
Max Increase | 13.54% | 11.08% | 16.58% | 12.57% | 12.90% | 13.07% | 9.38% | 18.33% | 20.72% | 13.32% | 6.99% |
Avg Days To Max Increase | 17 | 18 | 16 | 16 | 19 | 19 | 18 | 13 | 19 | 17 | 16 |
Avg Max Decline | -1.25% | -0.62% | -1.48% | -1.44% | -1.55% | -1.78% | -1.65% | -1.37% | -1.86% | -1.14% | -0.48% |
Max Decline | -5.29% | -2.07% | -5.27% | -4.78% | -5.42% | -7.55% | -4.23% | -3.57% | -9.22% | -5.38% | -2.30% |
Avg Days to Max Decline | 7 | 7 | 7 | 7 | 15 | 10 | 9 | 7 | 7 | 7 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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