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| ScenarioSM Study for September E-mini DJIA Index(CBOT) as of Dec 06, 2024 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 21 | 22 | 24 | 25 | 25 | 25 | 26 | 27 | 27 | 27 | 27 | |
| Closed Higher | 12 | 17 | 18 | 12 | 15 | 16 | 20 | 16 | 12 | 18 | 16 | |
| Exceeded High | 12 | 16 | 16 | 11 | 13 | 16 | 19 | 12 | 11 | 14 | 12 | |
| Scenario Percentage | 100% | 94% | 89% | 92% | 87% | 100% | 95% | 75% | 92% | 78% | 75% | |
| Avg Max Increase | 5.40% | 4.30% | 4.74% | 4.52% | 5.04% | 5.25% | 4.15% | 4.78% | 4.78% | 4.42% | 2.20% | |
| Max Increase | 9.27% | 10.33% | 8.07% | 7.61% | 10.85% | 13.52% | 13.83% | 9.18% | 12.04% | 10.87% | 4.37% | |
| Avg Days To Max Increase | 22 | 19 | 19 | 18 | 16 | 12 | 13 | 23 | 21 | 13 | 13 | |
| Avg Max Decline | -1.30% | -1.24% | -1.05% | -0.44% | -1.18% | -1.16% | -1.58% | -2.43% | -1.74% | -1.67% | -1.35% | |
| Max Decline | -6.06% | -4.88% | -6.63% | -2.60% | -5.62% | -3.65% | -7.44% | -4.88% | -4.31% | -6.16% | -3.89% | |
| Avg Days to Max Decline | 13 | 9 | 10 | 8 | 5 | 7 | 9 | 17 | 15 | 7 | 6 | |
| 2024 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.
