|
ScenarioSM Study for Value Line Index as of Oct 31, 2022 | ||||||||||||
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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 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 23 | 26 | 27 | 25 | 27 | 21 | 21 | 22 | 19 | 25 | 28 | |
Exceeded High | 21 | 24 | 25 | 22 | 23 | 17 | 20 | 17 | 16 | 21 | 25 | |
Scenario Percentage | 91% | 92% | 93% | 88% | 85% | 81% | 95% | 77% | 84% | 84% | 89% | |
Avg Max Increase | 6.42% | 5.84% | 6.92% | 6.87% | 5.60% | 6.56% | 4.80% | 3.73% | 6.05% | 7.87% | 3.45% | |
Max Increase | 15.50% | 17.47% | 33.15% | 21.94% | 14.55% | 20.76% | 15.65% | 11.06% | 15.29% | 26.21% | 8.69% | |
Avg Days To Max Increase | 17 | 19 | 20 | 13 | 18 | 19 | 16 | 15 | 20 | 22 | 19 | |
Avg Max Decline | -0.63% | -1.46% | -1.80% | -1.84% | -1.37% | -1.43% | -2.40% | -2.14% | -2.86% | -1.06% | -1.04% | |
Max Decline | -3.17% | -5.34% | -7.87% | -10.85% | -6.07% | -7.11% | -8.30% | -7.81% | -10.96% | -5.28% | -4.57% | |
Avg Days to Max Decline | 7 | 7 | 10 | 7 | 9 | 6 | 13 | 12 | 9 | 8 | 4 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes | Not Yet |
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