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ScenarioSM Study for March E-mini DJIA Index(CBOT) as of May 10, 2021 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 20 | 20 | 20 | 21 | 21 | 22 | 23 | 24 | 24 | 24 | 24 | |
Closed Higher | 17 | 11 | 9 | 13 | 13 | 11 | 15 | 19 | 18 | 11 | 15 | |
Exceeded High | 14 | 9 | 8 | 10 | 10 | 10 | 15 | 17 | 16 | 9 | 12 | |
Scenario Percentage | 82% | 82% | 89% | 77% | 77% | 91% | 100% | 89% | 89% | 82% | 80% | |
Avg Max Increase | 3.97% | 4.57% | 4.38% | 5.16% | 4.28% | 6.87% | 6.19% | 4.98% | 4.84% | 4.74% | 3.28% | |
Max Increase | 13.94% | 8.90% | 11.19% | 10.07% | 7.06% | 19.70% | 12.55% | 9.91% | 8.49% | 6.92% | 6.93% | |
Avg Days To Max Increase | 12 | 23 | 18 | 18 | 14 | 19 | 21 | 19 | 19 | 16 | 12 | |
Avg Max Decline | -0.93% | -1.92% | -1.31% | -1.43% | -1.47% | -1.91% | -1.25% | -1.48% | -1.58% | -0.72% | -0.75% | |
Max Decline | -7.15% | -4.56% | -3.55% | -4.88% | -7.04% | -4.85% | -6.33% | -4.91% | -7.11% | -2.72% | -2.12% | |
Avg Days to Max Decline | 7 | 18 | 13 | 11 | 9 | 4 | 11 | 11 | 10 | 7 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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