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ScenarioSM Study for March E-mini DJIA Index(CBOT) as of Aug 18, 2023 | ||||||||||||
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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 | 22 | 22 | 22 | 23 | 23 | 24 | 25 | 26 | 26 | 26 | 26 | |
Closed Higher | 18 | 13 | 10 | 15 | 14 | 11 | 17 | 20 | 19 | 12 | 15 | |
Exceeded High | 15 | 10 | 9 | 12 | 11 | 10 | 17 | 18 | 17 | 10 | 12 | |
Scenario Percentage | 83% | 77% | 90% | 80% | 79% | 91% | 100% | 90% | 89% | 83% | 80% | |
Avg Max Increase | 3.89% | 4.31% | 4.27% | 4.79% | 4.04% | 6.87% | 6.02% | 4.76% | 4.66% | 4.23% | 2.91% | |
Max Increase | 13.94% | 8.90% | 11.19% | 10.07% | 7.06% | 19.70% | 12.55% | 9.91% | 8.49% | 6.92% | 6.65% | |
Avg Days To Max Increase | 11 | 23 | 18 | 17 | 15 | 19 | 21 | 18 | 18 | 15 | 10 | |
Avg Max Decline | -0.91% | -2.12% | -1.39% | -1.36% | -1.81% | -1.91% | -1.58% | -1.58% | -1.51% | -0.82% | -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 | 14 | 10 | 11 | 4 | 12 | 11 | 9 | 7 | 2 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.