|
ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 33 | 35 | 36 | 36 | 36 | 36 | 36 | 37 | 37 | 37 | 37 | |
Closed Higher | 22 | 26 | 27 | 22 | 23 | 24 | 25 | 25 | 21 | 18 | 23 | |
Exceeded High | 19 | 25 | 26 | 19 | 20 | 21 | 24 | 22 | 16 | 16 | 15 | |
Scenario Percentage | 86% | 96% | 96% | 86% | 87% | 88% | 96% | 88% | 76% | 89% | 65% | |
Avg Max Increase | 6.76% | 5.35% | 5.64% | 6.02% | 4.85% | 5.87% | 4.65% | 4.28% | 5.64% | 3.56% | 2.70% | |
Max Increase | 13.89% | 13.82% | 12.33% | 13.22% | 10.71% | 16.76% | 12.53% | 12.17% | 13.44% | 9.20% | 5.66% | |
Avg Days To Max Increase | 20 | 19 | 17 | 16 | 15 | 18 | 16 | 19 | 20 | 16 | 12 | |
Avg Max Decline | -0.94% | -1.63% | -1.49% | -1.01% | -0.99% | -1.55% | -1.53% | -1.78% | -1.90% | -2.23% | -1.13% | |
Max Decline | -5.36% | -5.48% | -6.45% | -5.10% | -5.79% | -5.91% | -4.72% | -5.26% | -8.31% | -5.54% | -2.80% | |
Avg Days to Max Decline | 9 | 13 | 7 | 5 | 4 | 9 | 10 | 15 | 11 | 12 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | Not Yet |
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 |