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| ScenarioSM Study for March S & P 500(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 33 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 23 | 22 | 18 | 17 | 23 | 17 | 23 | 26 | 27 | 23 | 23 | |
| Exceeded High | 22 | 18 | 13 | 15 | 17 | 16 | 19 | 25 | 27 | 19 | 17 | |
| Scenario Percentage | 96% | 82% | 72% | 88% | 74% | 94% | 83% | 96% | 100% | 83% | 74% | |
| Avg Max Increase | 4.43% | 4.40% | 5.98% | 3.91% | 5.06% | 5.90% | 6.92% | 5.36% | 5.48% | 5.16% | 2.87% | |
| Max Increase | 12.41% | 12.17% | 13.42% | 9.71% | 19.53% | 16.68% | 13.57% | 13.40% | 12.72% | 11.01% | 4.68% | |
| Avg Days To Max Increase | 15 | 19 | 18 | 18 | 15 | 20 | 20 | 18 | 17 | 11 | 9 | |
| Avg Max Decline | -1.40% | -1.69% | -1.24% | -2.04% | -1.94% | -2.37% | -1.34% | -1.75% | -1.76% | -1.21% | -0.73% | |
| Max Decline | -4.82% | -5.33% | -5.52% | -5.51% | -9.06% | -9.43% | -5.70% | -5.53% | -6.31% | -5.15% | -2.38% | |
| Avg Days to Max Decline | 9 | 13 | 9 | 11 | 11 | 7 | 10 | 13 | 6 | 6 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
