|
ScenarioSM Study for March S & P 500(CME) as of May 10, 2021 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 36 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 26 | 24 | 21 | 20 | 25 | 19 | 23 | 28 | 29 | 24 | 25 | |
Exceeded High | 24 | 20 | 16 | 16 | 19 | 16 | 19 | 25 | 29 | 21 | 19 | |
Scenario Percentage | 92% | 83% | 76% | 80% | 76% | 84% | 83% | 89% | 100% | 88% | 76% | |
Avg Max Increase | 4.75% | 4.60% | 6.32% | 4.54% | 4.72% | 6.10% | 6.79% | 5.37% | 5.47% | 5.06% | 3.09% | |
Max Increase | 12.42% | 12.16% | 13.42% | 9.81% | 19.58% | 16.69% | 13.48% | 13.34% | 12.70% | 11.03% | 6.03% | |
Avg Days To Max Increase | 14 | 20 | 20 | 18 | 15 | 20 | 21 | 18 | 17 | 12 | 11 | |
Avg Max Decline | -1.48% | -1.61% | -0.98% | -1.90% | -1.76% | -2.31% | -1.22% | -1.81% | -1.77% | -1.24% | -0.87% | |
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 | 13 | 8 | 11 | 10 | 6 | 10 | 13 | 7 | 6 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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 |