Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
16 |
25 |
22 |
26 |
26 |
28 |
18 |
23 |
14 |
22 |
19 |
Penetrated Low |
|
14 |
22 |
21 |
22 |
16 |
24 |
15 |
16 |
11 |
18 |
5 |
Scenario Percentage |
|
88% |
88% |
95% |
85% |
62% |
86% |
83% |
70% |
79% |
82% |
26% |
Avg Max Decline |
|
9.37% |
7.91% |
8.66% |
7.83% |
8.28% |
6.99% |
6.14% |
6.42% |
8.38% |
5.44% |
3.28% |
Max Decline |
|
23.97% |
26.76% |
19.28% |
25.15% |
35.57% |
36.47% |
19.16% |
15.31% |
17.31% |
16.07% |
4.67% |
Avg Days To Max Decline |
|
21 |
19 |
14 |
19 |
18 |
18 |
13 |
19 |
19 |
14 |
3 |
Avg Max Increase |
|
-2.80% |
-2.84% |
-2.28% |
-1.51% |
-2.00% |
-3.21% |
-2.13% |
-2.17% |
-2.04% |
-2.61% |
0.41% |
Max Increase |
|
-11.54% |
-11.40% |
-10.21% |
-7.07% |
-5.90% |
-6.59% |
-6.33% |
-5.68% |
-9.86% |
-10.20% |
-0.83% |
Avg Days to Max Increase |
|
14 |
10 |
9 |
5 |
12 |
14 |
6 |
10 |
15 |
8 |
2 |
2022 Contract Condition |
|
|
Yes |
|
|
|
|
|
Yes |
|
|
|
Action |
|
|
No |
|
|
|
|
|
Yes |
|
|
|
High |
85.83 |
86.42 |
86.09 |
88.25 |
90.45 |
95.39 |
104.20 |
113.18 |
118.50 |
115.33 |
117.68 |
|
Low |
75.34 |
77.57 |
80.80 |
83.28 |
84.81 |
88.70 |
88.36 |
100.38 |
106.41 |
102.50 |
112.76 |
|
Close/Last |
80.00 |
84.31 |
83.31 |
84.71 |
89.07 |
91.77 |
103.88 |
111.22 |
106.41 |
112.60 |
115.12 |
|
|