Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
33 |
36 |
38 |
40 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
19 |
21 |
21 |
24 |
21 |
26 |
22 |
26 |
24 |
24 |
22 |
Penetrated Low |
|
18 |
19 |
17 |
21 |
18 |
21 |
18 |
20 |
18 |
18 |
12 |
Scenario Percentage |
|
95% |
90% |
81% |
88% |
86% |
81% |
82% |
77% |
75% |
75% |
55% |
Avg Max Decline |
|
4.34% |
4.03% |
3.58% |
3.85% |
4.77% |
3.58% |
4.33% |
4.08% |
3.95% |
2.83% |
2.08% |
Max Decline |
|
11.44% |
10.06% |
8.78% |
9.65% |
10.51% |
9.36% |
13.18% |
8.68% |
15.17% |
15.70% |
6.64% |
Avg Days To Max Decline |
|
20 |
14 |
14 |
21 |
15 |
15 |
16 |
16 |
15 |
10 |
10 |
Avg Max Increase |
|
-1.10% |
-0.72% |
-0.27% |
-1.25% |
-0.62% |
-0.95% |
-0.43% |
-0.89% |
-0.81% |
-1.10% |
-0.51% |
Max Increase |
|
-4.18% |
-2.95% |
-1.77% |
-4.05% |
-4.35% |
-3.00% |
-1.94% |
-2.12% |
-2.64% |
-3.88% |
-2.28% |
Avg Days to Max Increase |
|
10 |
10 |
4 |
10 |
6 |
10 |
3 |
7 |
6 |
5 |
4 |
2022 Contract Condition |
|
Yes |
|
Yes |
|
|
Yes |
Yes |
|
|
|
|
Action |
|
Yes |
|
Yes |
|
|
Not Yet |
|
|
|
|
|
High |
91.91 |
90.48 |
89.02 |
89.18 |
88.53 |
87.99 |
87.73 |
82.56 |
|
|
|
|
Low |
89.62 |
87.71 |
87.04 |
87.08 |
86.31 |
86.49 |
80.50 |
82.09 |
|
|
|
|
Close/Last |
90.09 |
88.19 |
88.82 |
87.29 |
87.42 |
87.58 |
82.77 |
82.09 |
|
|
|
|
|