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 |
41 |
43 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
24 |
22 |
25 |
27 |
25 |
19 |
26 |
23 |
19 |
23 |
24 |
Penetrated Low |
|
19 |
19 |
22 |
21 |
17 |
16 |
20 |
17 |
17 |
20 |
13 |
Scenario Percentage |
|
79% |
86% |
88% |
78% |
68% |
84% |
77% |
74% |
89% |
87% |
54% |
Avg Max Decline |
|
3.57% |
4.20% |
4.08% |
4.70% |
3.90% |
3.52% |
3.64% |
4.21% |
3.56% |
3.15% |
1.94% |
Max Decline |
|
8.37% |
12.55% |
9.79% |
9.67% |
10.11% |
7.33% |
8.26% |
13.81% |
9.25% |
7.78% |
5.75% |
Avg Days To Max Decline |
|
19 |
19 |
20 |
18 |
20 |
13 |
18 |
15 |
15 |
9 |
8 |
Avg Max Increase |
|
-1.03% |
-1.17% |
-1.18% |
-0.80% |
-1.65% |
-0.58% |
-1.33% |
-1.34% |
-1.89% |
-0.95% |
-0.43% |
Max Increase |
|
-3.95% |
-5.62% |
-3.63% |
-4.25% |
-4.35% |
-3.38% |
-4.14% |
-4.11% |
-5.61% |
-3.67% |
-1.43% |
Avg Days to Max Increase |
|
9 |
10 |
8 |
6 |
14 |
6 |
10 |
6 |
11 |
4 |
2 |
2023 Contract Condition |
|
|
Yes |
|
|
Yes |
|
|
|
|
|
|
Action |
|
|
Yes |
|
|
No |
|
|
|
|
|
|
High |
112.63 |
113.84 |
113.82 |
112.94 |
115.60 |
115.84 |
114.37 |
118.68 |
|
|
|
|
Low |
110.38 |
110.21 |
109.52 |
109.19 |
111.50 |
111.78 |
112.00 |
113.08 |
|
|
|
|
Close/Last |
112.12 |
112.81 |
109.69 |
112.17 |
114.59 |
112.19 |
113.74 |
116.46 |
|
|
|
|
|