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 |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
13 |
25 |
19 |
18 |
24 |
27 |
23 |
25 |
14 |
28 |
17 |
Penetrated Low |
|
10 |
19 |
15 |
15 |
21 |
20 |
18 |
13 |
14 |
21 |
9 |
Scenario Percentage |
|
77% |
76% |
79% |
83% |
88% |
74% |
78% |
52% |
100% |
75% |
53% |
Avg Max Decline |
|
6.88% |
7.06% |
7.27% |
6.18% |
11.86% |
11.66% |
9.48% |
10.32% |
9.33% |
8.45% |
7.82% |
Max Decline |
|
19.67% |
19.90% |
20.49% |
13.28% |
31.37% |
24.36% |
19.67% |
22.33% |
18.63% |
44.65% |
27.50% |
Avg Days To Max Decline |
|
17 |
17 |
16 |
21 |
18 |
19 |
14 |
19 |
15 |
10 |
9 |
Avg Max Increase |
|
-1.32% |
-1.97% |
-1.78% |
-2.96% |
-2.87% |
-2.95% |
-3.03% |
-3.82% |
-3.06% |
-1.27% |
-1.38% |
Max Increase |
|
-8.67% |
-6.22% |
-5.04% |
-9.22% |
-7.09% |
-12.41% |
-8.02% |
-9.81% |
-13.84% |
-5.66% |
-4.62% |
Avg Days to Max Increase |
|
9 |
10 |
10 |
18 |
9 |
13 |
6 |
11 |
7 |
4 |
2 |
2022 Contract Condition |
|
|
|
|
Yes |
|
Yes |
|
Yes |
|
|
|
Action |
|
|
|
|
Yes |
|
Yes |
|
|
|
|
|
High |
77.850 |
80.530 |
86.500 |
89.450 |
90.550 |
87.330 |
87.650 |
88.080 |
87.900 |
|
|
|
Low |
72.950 |
76.780 |
79.500 |
82.650 |
84.850 |
80.680 |
81.900 |
80.830 |
86.400 |
|
|
|
Close/Last |
77.480 |
80.230 |
83.050 |
87.400 |
85.280 |
86.780 |
82.880 |
87.850 |
87.730 |
|
|
|
|