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ScenarioSM Study for Dow Jones Utilities as of Jan 01, 2007 | |||||||||||
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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 | 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 | 20 | 12 | 19 | 18 | 21 | 21 | 22 | 20 | 19 | 23 | 21 |
Exceeded High | 12 | 11 | 17 | 13 | 18 | 18 | 20 | 13 | 17 | 22 | 15 |
Scenario Percentage | 60% | 92% | 89% | 72% | 86% | 86% | 91% | 65% | 89% | 96% | 71% |
Avg Max Increase | 3.91% | 4.19% | 5.31% | 6.63% | 5.80% | 4.68% | 5.07% | 6.44% | 6.18% | 5.30% | 4.08% |
Max Increase | 9.67% | 7.43% | 19.81% | 14.30% | 10.53% | 9.82% | 23.61% | 13.93% | 17.91% | 12.12% | 6.69% |
Avg Days To Max Increase | 12 | 12 | 13 | 17 | 20 | 16 | 17 | 19 | 13 | 18 | 21 |
Avg Max Decline | -1.18% | -2.25% | -0.98% | -1.33% | -1.36% | -1.13% | -1.19% | -1.67% | -1.34% | -1.34% | -1.19% |
Max Decline | -3.05% | -11.63% | -2.45% | -5.98% | -3.93% | -3.61% | -3.65% | -6.64% | -7.26% | -3.89% | -3.44% |
Avg Days to Max Decline | 8 | 11 | 5 | 7 | 6 | 5 | 7 | 8 | 7 | 6 | 4 |
2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | No | 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.