|
ScenarioSM Study for December S & P 500(CME) as of Jan 01, 2013 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 26 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | |
Closed Higher | 16 | 19 | 20 | 19 | 19 | 17 | 13 | 19 | 14 | 19 | 20 | |
Exceeded High | 14 | 16 | 17 | 18 | 16 | 13 | 13 | 14 | 13 | 14 | 16 | |
Scenario Percentage | 88% | 84% | 85% | 95% | 84% | 76% | 100% | 74% | 93% | 74% | 80% | |
Avg Max Increase | 6.13% | 4.94% | 6.25% | 4.72% | 4.49% | 5.89% | 4.16% | 5.44% | 5.96% | 6.98% | 2.88% | |
Max Increase | 13.15% | 10.77% | 16.75% | 12.49% | 12.15% | 13.41% | 9.74% | 19.72% | 16.59% | 13.00% | 5.66% | |
Avg Days To Max Increase | 17 | 15 | 17 | 15 | 18 | 17 | 17 | 13 | 20 | 12 | 10 | |
Avg Max Decline | -0.88% | -1.04% | -1.44% | -1.53% | -1.48% | -1.36% | -2.13% | -1.60% | -2.61% | -1.13% | -0.55% | |
Max Decline | -5.09% | -5.84% | -6.03% | -4.65% | -5.27% | -5.48% | -5.54% | -3.25% | -9.45% | -3.88% | -1.43% | |
Avg Days to Max Decline | 5 | 6 | 7 | 9 | 13 | 7 | 11 | 8 | 7 | 6 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.