Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Tested Years |
|
39 |
39 |
40 |
40 |
40 |
40 |
40 |
40 |
40 |
40 |
40 |
Closed Lower |
|
12 |
18 |
23 |
15 |
18 |
14 |
13 |
10 |
13 |
12 |
21 |
Penetrated Low |
|
9 |
15 |
14 |
13 |
11 |
6 |
8 |
4 |
8 |
9 |
13 |
Scenario Percentage |
|
75% |
83% |
61% |
87% |
61% |
43% |
62% |
40% |
62% |
75% |
62% |
Avg Max Decline |
|
0.41% |
0.56% |
0.73% |
0.61% |
0.34% |
0.19% |
0.25% |
0.68% |
0.36% |
0.19% |
0.19% |
Max Decline |
|
0.77% |
1.89% |
2.63% |
2.22% |
0.90% |
0.41% |
0.63% |
2.09% |
1.37% |
0.68% |
0.76% |
Avg Days To Max Decline |
|
18 |
17 |
17 |
17 |
16 |
10 |
16 |
21 |
21 |
13 |
10 |
Avg Max Increase |
|
-0.16% |
-0.10% |
-0.12% |
-0.08% |
-0.18% |
-0.09% |
-0.12% |
-0.16% |
-0.08% |
-0.04% |
-0.01% |
Max Increase |
|
-0.41% |
-0.33% |
-0.41% |
-0.20% |
-0.66% |
-0.21% |
-0.44% |
-0.39% |
-0.25% |
-0.17% |
-0.03% |
Avg Days to Max Increase |
|
6 |
6 |
6 |
6 |
6 |
13 |
7 |
7 |
12 |
5 |
2 |
2022 Contract Condition |
|
Yes |
Yes |
Yes |
|
|
|
|
|
|
|
|
Action |
|
Yes |
Not Yet |
|
|
|
|
|
|
|
|
|
High |
99.065 |
98.965 |
98.590 |
98.545 |
|
|
|
|
|
|
|
|
Low |
98.900 |
98.465 |
97.880 |
98.100 |
|
|
|
|
|
|
|
|
Close/Last |
98.955 |
98.535 |
98.275 |
98.170 |
|
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