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ScenarioSM Study for S & P 500 Stock Index as of Oct 31, 2022 | ||||||||||||
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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 | 27 | 28 | 32 | 30 | 27 | 24 | 27 | 20 | 27 | 33 | |
Exceeded High | 23 | 23 | 24 | 30 | 25 | 23 | 22 | 22 | 18 | 23 | 26 | |
Scenario Percentage | 88% | 85% | 86% | 94% | 83% | 85% | 92% | 81% | 90% | 85% | 79% | |
Avg Max Increase | 5.74% | 5.31% | 6.09% | 4.80% | 5.08% | 5.39% | 4.53% | 4.72% | 7.36% | 6.59% | 3.19% | |
Max Increase | 13.54% | 11.15% | 16.61% | 12.57% | 12.91% | 13.37% | 9.69% | 18.41% | 20.54% | 13.31% | 6.98% | |
Avg Days To Max Increase | 18 | 18 | 17 | 16 | 21 | 21 | 16 | 14 | 19 | 20 | 17 | |
Avg Max Decline | -1.33% | -1.27% | -1.40% | -1.91% | -1.77% | -1.61% | -1.71% | -1.60% | -2.15% | -1.30% | -0.93% | |
Max Decline | -5.29% | -5.82% | -5.33% | -7.37% | -5.44% | -7.48% | -5.61% | -5.39% | -9.22% | -5.41% | -4.59% | |
Avg Days to Max Decline | 7 | 4 | 5 | 8 | 16 | 11 | 10 | 8 | 5 | 10 | 4 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.