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ScenarioSM Study for June S & P 500(CME) as of Jan 21, 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 36 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 40 | |
Closed Higher | 19 | 25 | 19 | 24 | 29 | 29 | 24 | 25 | 26 | 28 | 27 | |
Exceeded High | 17 | 18 | 17 | 20 | 27 | 28 | 21 | 22 | 22 | 26 | 20 | |
Scenario Percentage | 89% | 72% | 89% | 83% | 93% | 97% | 88% | 88% | 85% | 93% | 74% | |
Avg Max Increase | 4.19% | 4.95% | 5.89% | 6.76% | 5.44% | 5.60% | 5.91% | 5.18% | 6.10% | 4.49% | 2.48% | |
Max Increase | 9.76% | 19.25% | 16.77% | 13.77% | 13.70% | 12.67% | 13.11% | 10.77% | 16.89% | 11.80% | 6.20% | |
Avg Days To Max Increase | 19 | 15 | 20 | 21 | 18 | 17 | 17 | 17 | 17 | 11 | 9 | |
Avg Max Decline | -1.56% | -1.64% | -2.13% | -0.99% | -1.61% | -1.53% | -1.10% | -1.15% | -1.54% | -1.63% | -0.40% | |
Max Decline | -5.55% | -9.02% | -9.20% | -5.79% | -5.54% | -6.37% | -5.18% | -6.02% | -5.91% | -4.79% | -1.50% | |
Avg Days to Max Decline | 9 | 9 | 6 | 9 | 13 | 7 | 6 | 5 | 8 | 6 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.