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ScenarioSM Study for S & P 500 Stock Index as of Jan 01, 2018 | ||||||||||||
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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 | 26 | 26 | 28 | 31 | 28 | 26 | 21 | 24 | 20 | 27 | 31 | |
Exceeded High | 24 | 22 | 24 | 28 | 23 | 22 | 19 | 19 | 18 | 23 | 24 | |
Scenario Percentage | 92% | 85% | 86% | 90% | 82% | 85% | 90% | 79% | 90% | 85% | 77% | |
Avg Max Increase | 5.85% | 5.11% | 6.12% | 4.86% | 4.93% | 5.01% | 4.33% | 5.15% | 7.19% | 6.30% | 3.18% | |
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 | 17 | 17 | 21 | 20 | 18 | 14 | 19 | 19 | 16 | |
Avg Max Decline | -1.29% | -1.18% | -1.62% | -1.47% | -1.81% | -1.96% | -1.94% | -1.50% | -1.93% | -1.30% | -0.92% | |
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 | 5 | 6 | 7 | 15 | 11 | 10 | 7 | 5 | 9 | 4 | |
2017 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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