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ScenarioSM Study for Value Line Index as of Jan 01, 2018 | ||||||||||||
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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 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 20 | 24 | 26 | 21 | 24 | 17 | 18 | 19 | 18 | 22 | 25 | |
Exceeded High | 19 | 22 | 24 | 19 | 20 | 14 | 17 | 16 | 16 | 18 | 23 | |
Scenario Percentage | 95% | 92% | 92% | 90% | 83% | 82% | 94% | 84% | 89% | 82% | 92% | |
Avg Max Increase | 6.01% | 5.76% | 6.87% | 6.20% | 5.38% | 6.62% | 4.96% | 3.55% | 5.84% | 7.04% | 3.28% | |
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 | 18 | 19 | 20 | 15 | 20 | 18 | 17 | 16 | 20 | 22 | 19 | |
Avg Max Decline | -0.59% | -1.31% | -1.90% | -1.34% | -1.55% | -1.41% | -2.25% | -1.48% | -2.62% | -1.24% | -1.03% | |
Max Decline | -3.00% | -5.34% | -7.92% | -4.20% | -6.08% | -7.10% | -7.87% | -3.68% | -10.95% | -5.52% | -4.58% | |
Avg Days to Max Decline | 8 | 7 | 10 | 7 | 10 | 5 | 13 | 10 | 9 | 10 | 4 | |
2017 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.