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ScenarioSM Study for Dow Jones Transportation 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 27 | 28 | 30 | 26 | 26 | 21 | 22 | 19 | 18 | 31 | 34 | |
Exceeded High | 24 | 23 | 26 | 22 | 18 | 17 | 18 | 15 | 17 | 28 | 27 | |
Scenario Percentage | 89% | 82% | 87% | 85% | 69% | 81% | 82% | 79% | 94% | 90% | 79% | |
Avg Max Increase | 8.00% | 7.68% | 9.08% | 6.26% | 8.13% | 7.98% | 6.73% | 8.39% | 10.20% | 7.59% | 4.47% | |
Max Increase | 18.41% | 16.40% | 28.84% | 13.17% | 18.59% | 21.17% | 20.58% | 22.99% | 28.74% | 21.22% | 8.91% | |
Avg Days To Max Increase | 16 | 19 | 19 | 15 | 22 | 14 | 15 | 19 | 21 | 18 | 16 | |
Avg Max Decline | -2.28% | -1.81% | -2.10% | -2.18% | -2.57% | -2.05% | -2.40% | -2.36% | -2.71% | -2.19% | -1.05% | |
Max Decline | -7.66% | -5.48% | -6.03% | -7.65% | -6.65% | -9.97% | -9.31% | -8.42% | -8.89% | -9.74% | -3.96% | |
Avg Days to Max Decline | 9 | 10 | 8 | 6 | 12 | 7 | 7 | 10 | 9 | 12 | 5 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | No | Yes | Yes | Yes | Yes | Yes | No | Yes |
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