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| ScenarioSM Study for June S & P 500(CME) as of Jan 01, 2019 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 33 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 37 | |
| Closed Higher | 16 | 23 | 17 | 23 | 26 | 27 | 23 | 23 | 24 | 25 | 25 | |
| Exceeded High | 15 | 16 | 16 | 19 | 25 | 26 | 20 | 20 | 20 | 23 | 18 | |
| Scenario Percentage | 94% | 70% | 94% | 83% | 96% | 96% | 87% | 87% | 83% | 92% | 72% | |
| Avg Max Increase | 3.79% | 5.33% | 5.90% | 6.76% | 5.37% | 5.66% | 5.92% | 4.87% | 6.15% | 4.36% | 2.22% | |
| Max Increase | 9.67% | 19.35% | 16.77% | 13.74% | 13.76% | 12.67% | 13.16% | 10.75% | 16.88% | 11.80% | 5.51% | |
| Avg Days To Max Increase | 20 | 16 | 19 | 20 | 19 | 17 | 17 | 16 | 19 | 10 | 6 | |
| Avg Max Decline | -1.78% | -1.81% | -2.05% | -1.09% | -1.70% | -1.58% | -1.13% | -1.09% | -1.70% | -1.41% | -0.30% | |
| Max Decline | -5.57% | -9.01% | -9.21% | -5.77% | -5.55% | -6.34% | -5.18% | -6.03% | -5.91% | -4.79% | -1.32% | |
| Avg Days to Max Decline | 9 | 10 | 7 | 10 | 13 | 7 | 6 | 5 | 9 | 5 | 1 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
