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| ScenarioSM Study for S & P 500 Stock Index as of Jan 01, 2015 | ||||||||||||
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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 | 26 | 30 | 30 | 26 | 25 | 20 | 26 | 20 | 26 | 30 | |
| Exceeded High | 25 | 22 | 25 | 26 | 21 | 20 | 19 | 20 | 18 | 22 | 24 | |
| Scenario Percentage | 93% | 85% | 83% | 87% | 81% | 80% | 95% | 77% | 90% | 85% | 80% | |
| Avg Max Increase | 5.82% | 5.20% | 6.08% | 5.04% | 5.07% | 5.15% | 4.85% | 5.12% | 7.08% | 6.60% | 3.28% | |
| 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 | 18 | 17 | 18 | 17 | 20 | 20 | 18 | 12 | 19 | 19 | 17 | |
| Avg Max Decline | -1.23% | -1.02% | -1.59% | -1.53% | -1.73% | -2.06% | -2.03% | -1.41% | -2.03% | -1.29% | -0.79% | |
| Max Decline | -5.29% | -5.81% | -5.27% | -4.78% | -5.42% | -7.55% | -5.62% | -3.57% | -9.22% | -5.38% | -4.59% | |
| Avg Days to Max Decline | 8 | 6 | 7 | 7 | 14 | 12 | 10 | 6 | 7 | 9 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
