|
ScenarioSM Study for S & P 500 Stock Index as of Jan 01, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 29 | 31 | 27 | 25 | 20 | 25 | 19 | 27 | 30 | |
Exceeded High | 25 | 22 | 25 | 27 | 21 | 20 | 18 | 19 | 17 | 23 | 23 | |
Scenario Percentage | 93% | 85% | 86% | 87% | 78% | 80% | 90% | 76% | 89% | 85% | 77% | |
Avg Max Increase | 5.82% | 5.20% | 6.08% | 4.94% | 5.07% | 5.15% | 4.67% | 5.04% | 7.29% | 6.39% | 3.17% | |
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 | 18 | 18 | 17 | 20 | 20 | 17 | 13 | 18 | 18 | 16 | |
Avg Max Decline | -1.23% | -1.17% | -1.59% | -1.51% | -1.73% | -2.06% | -1.90% | -1.44% | -2.05% | -1.23% | -0.84% | |
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 | 7 | 7 | 7 | 14 | 12 | 10 | 7 | 5 | 8 | 4 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | No | Yes | Not Yet |
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 |