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ScenarioSM Study for Dow Jones Utilities 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 | 25 | 18 | 25 | 28 | 28 | 26 | 28 | 25 | 25 | 31 | 24 | |
Exceeded High | 17 | 17 | 25 | 22 | 22 | 22 | 25 | 19 | 23 | 26 | 17 | |
Scenario Percentage | 68% | 94% | 100% | 79% | 79% | 85% | 89% | 76% | 92% | 84% | 71% | |
Avg Max Increase | 4.62% | 5.30% | 5.11% | 5.46% | 5.84% | 4.75% | 4.71% | 6.12% | 5.75% | 4.99% | 4.33% | |
Max Increase | 9.67% | 11.96% | 19.81% | 14.30% | 11.22% | 9.82% | 23.61% | 13.93% | 17.91% | 12.12% | 7.74% | |
Avg Days To Max Increase | 16 | 17 | 14 | 19 | 19 | 16 | 16 | 20 | 15 | 18 | 20 | |
Avg Max Decline | -1.23% | -2.34% | -1.21% | -1.72% | -1.41% | -1.40% | -1.11% | -1.87% | -1.37% | -1.63% | -1.18% | |
Max Decline | -3.05% | -11.63% | -5.66% | -7.28% | -3.93% | -4.42% | -3.65% | -6.64% | -7.26% | -6.05% | -3.44% | |
Avg Days to Max Decline | 8 | 11 | 7 | 10 | 7 | 5 | 6 | 12 | 7 | 7 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | 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.