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| ScenarioSM Study for December E-mini DJIA Index(CBOT) as of Jun 08, 2020 | ||||||||||||
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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 | 20 | 20 | 20 | 20 | 20 | 20 | 21 | 22 | 22 | 22 | 23 | |
| Closed Higher | 10 | 13 | 12 | 16 | 10 | 9 | 13 | 13 | 11 | 15 | 18 | |
| Exceeded High | 9 | 12 | 11 | 14 | 8 | 8 | 11 | 10 | 11 | 15 | 14 | |
| Scenario Percentage | 90% | 92% | 92% | 88% | 80% | 89% | 85% | 77% | 100% | 100% | 78% | |
| Avg Max Increase | 4.77% | 4.24% | 6.15% | 3.24% | 4.21% | 3.36% | 4.46% | 4.48% | 6.40% | 5.43% | 2.62% | |
| Max Increase | 7.52% | 9.23% | 13.32% | 8.97% | 9.13% | 4.58% | 8.72% | 6.97% | 19.59% | 12.49% | 4.80% | |
| Avg Days To Max Increase | 17 | 15 | 15 | 15 | 25 | 19 | 17 | 14 | 18 | 11 | 11 | |
| Avg Max Decline | -0.30% | -0.76% | -0.55% | -0.96% | -2.41% | -2.03% | -1.83% | -1.87% | -1.89% | -1.23% | -0.92% | |
| Max Decline | -2.63% | -4.99% | -2.49% | -7.49% | -4.73% | -4.81% | -4.89% | -7.25% | -4.88% | -6.46% | -2.71% | |
| Avg Days to Max Decline | 7 | 5 | 7 | 10 | 20 | 17 | 12 | 12 | 4 | 9 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
