|
ScenarioSM Study for Dow Jones Transportation as of Jan 01, 2007 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 36 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 |
Closed Higher | 23 | 23 | 24 | 20 | 19 | 17 | 17 | 16 | 13 | 26 | 27 |
Exceeded High | 21 | 19 | 20 | 16 | 12 | 14 | 13 | 12 | 13 | 24 | 21 |
Scenario Percentage | 91% | 83% | 83% | 80% | 63% | 82% | 76% | 75% | 100% | 92% | 78% |
Avg Max Increase | 8.47% | 7.83% | 9.06% | 6.19% | 9.12% | 7.98% | 8.69% | 9.86% | 10.28% | 8.27% | 4.88% |
Max Increase | 18.41% | 19.90% | 17.50% | 13.17% | 18.59% | 21.17% | 20.58% | 22.99% | 28.74% | 21.22% | 13.73% |
Avg Days To Max Increase | 16 | 19 | 18 | 17 | 22 | 12 | 16 | 18 | 18 | 16 | 15 |
Avg Max Decline | -2.07% | -1.96% | -1.66% | -2.53% | -1.81% | -1.87% | -2.65% | -2.06% | -1.89% | -2.27% | -0.91% |
Max Decline | -6.90% | -5.48% | -4.33% | -7.65% | -6.06% | -9.97% | -9.09% | -5.70% | -5.56% | -9.74% | -2.36% |
Avg Days to Max Decline | 5 | 11 | 8 | 7 | 8 | 7 | 7 | 6 | 7 | 13 | 4 |
2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | No | 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 |