|
ScenarioSM Study for Value Line Index as of Dec 30, 2016 | ||||||||||||
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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 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | |
Closed Higher | 19 | 22 | 24 | 19 | 23 | 16 | 16 | 18 | 16 | 21 | 23 | |
Exceeded High | 18 | 20 | 22 | 17 | 19 | 13 | 15 | 15 | 14 | 17 | 21 | |
Scenario Percentage | 95% | 91% | 92% | 89% | 83% | 81% | 94% | 83% | 88% | 81% | 91% | |
Avg Max Increase | 6.15% | 5.54% | 7.20% | 6.64% | 5.39% | 6.93% | 5.26% | 3.69% | 5.94% | 7.15% | 3.31% | |
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 | 18 | 19 | 15 | 19 | 18 | 17 | 16 | 19 | 22 | 19 | |
Avg Max Decline | -0.60% | -1.31% | -1.86% | -1.08% | -1.33% | -1.41% | -2.12% | -1.52% | -2.53% | -1.20% | -1.00% | |
Max Decline | -3.00% | -5.34% | -7.92% | -3.64% | -6.08% | -7.10% | -7.87% | -3.68% | -10.95% | -5.52% | -4.58% | |
Avg Days to Max Decline | 8 | 6 | 10 | 5 | 10 | 5 | 13 | 10 | 5 | 9 | 4 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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