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| ScenarioSM Study for December E-mini DJIA Index(CBOT) as of Sep 30, 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 24 | 24 | 24 | 24 | 24 | 24 | 25 | 26 | 26 | 26 | 27 | |
| Closed Higher | 11 | 14 | 15 | 19 | 13 | 11 | 17 | 15 | 11 | 17 | 21 | |
| Exceeded High | 9 | 13 | 14 | 17 | 10 | 10 | 14 | 12 | 11 | 17 | 17 | |
| Scenario Percentage | 82% | 93% | 93% | 89% | 77% | 91% | 82% | 80% | 100% | 100% | 81% | |
| Avg Max Increase | 4.77% | 4.74% | 5.61% | 3.77% | 4.43% | 4.24% | 4.74% | 4.09% | 6.40% | 5.31% | 2.61% | |
| Max Increase | 7.52% | 10.70% | 13.32% | 13.65% | 9.13% | 12.10% | 10.91% | 6.97% | 19.59% | 12.49% | 4.80% | |
| Avg Days To Max Increase | 17 | 15 | 14 | 14 | 23 | 21 | 16 | 14 | 18 | 11 | 12 | |
| Avg Max Decline | -0.30% | -0.71% | -0.52% | -1.40% | -2.45% | -2.01% | -1.62% | -2.10% | -1.89% | -1.27% | -0.97% | |
| Max Decline | -2.63% | -4.99% | -2.49% | -7.49% | -4.73% | -4.81% | -4.89% | -7.25% | -4.88% | -6.46% | -3.37% | |
| Avg Days to Max Decline | 7 | 5 | 9 | 11 | 18 | 16 | 10 | 12 | 4 | 8 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
