Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Tested Years |
|
17 |
28 |
30 |
32 |
35 |
36 |
37 |
37 |
37 |
37 |
37 |
Closed Lower |
|
7 |
11 |
12 |
14 |
19 |
16 |
17 |
16 |
14 |
17 |
10 |
Penetrated Low |
|
5 |
7 |
8 |
7 |
15 |
14 |
15 |
10 |
9 |
11 |
6 |
Scenario Percentage |
|
71% |
64% |
67% |
50% |
79% |
88% |
88% |
63% |
64% |
65% |
60% |
Avg Max Decline |
|
8.42% |
9.95% |
10.24% |
15.19% |
12.59% |
14.44% |
12.88% |
14.96% |
19.69% |
14.33% |
8.44% |
Max Decline |
|
13.48% |
24.71% |
23.72% |
45.12% |
51.46% |
41.40% |
28.66% |
40.25% |
72.41% |
68.82% |
14.32% |
Avg Days To Max Decline |
|
19 |
18 |
20 |
18 |
16 |
17 |
18 |
16 |
14 |
14 |
13 |
Avg Max Increase |
|
-0.55% |
-2.66% |
-1.68% |
-0.32% |
-0.74% |
-1.99% |
-2.54% |
-3.39% |
-1.71% |
-4.16% |
-2.74% |
Max Increase |
|
-1.90% |
-7.88% |
-10.59% |
-2.70% |
-6.82% |
-5.02% |
-12.19% |
-9.03% |
-7.53% |
-10.04% |
-5.59% |
Avg Days to Max Increase |
|
5 |
12 |
10 |
6 |
8 |
2 |
11 |
13 |
7 |
17 |
4 |
2023 Contract Condition |
|
|
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
|
|
|
Action |
|
|
Yes |
Yes |
Yes |
No |
|
Yes |
|
|
|
|
High |
284.71 |
296.74 |
314.32 |
287.70 |
274.10 |
260.10 |
270.00 |
279.98 |
260.57 |
|
|
|
Low |
262.71 |
272.75 |
278.10 |
248.70 |
249.63 |
233.43 |
245.30 |
242.05 |
225.01 |
|
|
|
Close/Last |
272.11 |
286.78 |
279.18 |
275.48 |
251.66 |
239.23 |
260.54 |
258.18 |
237.75 |
|
|
|
|