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ScenarioSM Study for Value Line Index as of Jan 01, 2014 | ||||||||||||
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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 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | |
Closed Higher | 19 | 20 | 23 | 19 | 21 | 15 | 16 | 17 | 16 | 19 | 21 | |
Exceeded High | 18 | 18 | 21 | 17 | 17 | 12 | 15 | 14 | 14 | 15 | 20 | |
Scenario Percentage | 95% | 90% | 91% | 89% | 81% | 80% | 94% | 82% | 88% | 79% | 95% | |
Avg Max Increase | 6.15% | 5.92% | 7.47% | 6.64% | 5.61% | 7.40% | 5.26% | 3.91% | 5.94% | 7.68% | 3.36% | |
Max Increase | 15.44% | 17.48% | 33.19% | 16.79% | 13.56% | 20.82% | 15.64% | 11.05% | 15.24% | 16.53% | 8.68% | |
Avg Days To Max Increase | 19 | 19 | 20 | 15 | 20 | 19 | 17 | 17 | 19 | 23 | 18 | |
Avg Max Decline | -0.60% | -1.18% | -1.96% | -1.08% | -1.38% | -1.55% | -2.12% | -1.61% | -2.53% | -1.15% | -0.82% | |
Max Decline | -3.00% | -5.34% | -7.92% | -3.64% | -6.08% | -7.10% | -7.87% | -3.68% | -10.95% | -5.52% | -3.25% | |
Avg Days to Max Decline | 8 | 4 | 11 | 5 | 10 | 6 | 13 | 11 | 5 | 7 | 4 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | 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.