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ScenarioSM Study for March S & P 500(CME) as of Jun 08, 2020 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 35 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 25 | 23 | 20 | 19 | 24 | 19 | 23 | 27 | 28 | 24 | 24 | |
Exceeded High | 23 | 19 | 15 | 15 | 18 | 16 | 19 | 24 | 28 | 21 | 18 | |
Scenario Percentage | 92% | 83% | 75% | 79% | 75% | 84% | 83% | 89% | 100% | 88% | 75% | |
Avg Max Increase | 4.47% | 4.44% | 5.85% | 4.19% | 4.86% | 6.10% | 6.79% | 5.32% | 5.47% | 5.14% | 3.08% | |
Max Increase | 12.42% | 12.16% | 13.42% | 9.73% | 19.58% | 16.69% | 13.48% | 13.34% | 12.70% | 11.27% | 6.03% | |
Avg Days To Max Increase | 15 | 20 | 19 | 19 | 16 | 20 | 21 | 18 | 17 | 13 | 11 | |
Avg Max Decline | -1.41% | -1.63% | -1.07% | -2.08% | -1.90% | -2.31% | -1.22% | -1.86% | -1.75% | -1.24% | -0.80% | |
Max Decline | -4.78% | -5.33% | -5.51% | -5.51% | -9.06% | -9.42% | -5.69% | -5.52% | -6.35% | -5.15% | -2.39% | |
Avg Days to Max Decline | 9 | 14 | 8 | 11 | 11 | 6 | 10 | 13 | 6 | 6 | 3 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | No | Yes | Yes | Yes | Yes |
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