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ScenarioSM Study for Value Line Index as of Jan 01, 2010 | |||||||||||
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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 | 26 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 |
Closed Higher | 16 | 16 | 19 | 16 | 20 | 14 | 14 | 16 | 13 | 16 | 18 |
Exceeded High | 15 | 14 | 18 | 15 | 16 | 11 | 13 | 13 | 12 | 13 | 17 |
Scenario Percentage | 94% | 88% | 95% | 94% | 80% | 79% | 93% | 81% | 92% | 81% | 94% |
Avg Max Increase | 6.11% | 5.48% | 7.63% | 7.06% | 5.58% | 7.64% | 5.33% | 3.70% | 5.60% | 7.57% | 3.10% |
Max Increase | 15.44% | 11.48% | 33.19% | 16.79% | 13.56% | 20.82% | 15.64% | 11.05% | 15.24% | 16.53% | 8.64% |
Avg Days To Max Increase | 18 | 17 | 21 | 16 | 20 | 19 | 16 | 18 | 19 | 22 | 17 |
Avg Max Decline | -0.66% | -0.77% | -1.92% | -1.07% | -1.22% | -1.32% | -1.60% | -1.68% | -2.62% | -1.16% | -0.72% |
Max Decline | -3.00% | -4.88% | -7.92% | -3.64% | -6.08% | -7.10% | -4.02% | -3.68% | -10.95% | -5.52% | -3.13% |
Avg Days to Max Decline | 7 | 4 | 10 | 6 | 9 | 4 | 11 | 11 | 5 | 8 | 4 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | 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.