MRCI Online
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Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Feb |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Tested Years |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
Closed Lower |
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1 |
1 |
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1 |
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1 |
Penetrated Low |
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1 |
1 |
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Scenario Percentage |
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100% |
100% |
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0% |
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0% |
Avg Max Decline |
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6.85% |
1.79% |
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Max Decline |
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6.85% |
1.79% |
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Avg Days To Max Decline |
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1 |
1 |
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Avg Max Increase |
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-3.57% |
-0.26% |
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Max Increase |
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-3.57% |
-0.26% |
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Avg Days to Max Increase |
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21 |
1 |
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2010 Contract Condition |
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Yes |
Yes |
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Yes |
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Yes |
Action |
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Yes |
Yes |
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No |
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Not Yet |
High |
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541.09 |
554.78 |
548.50 |
510.64 |
508.41 |
512.78 |
521.83 |
539.71 |
553.09 |
Low |
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|
506.47 |
535.13 |
473.58 |
466.52 |
459.29 |
471.72 |
475.82 |
511.35 |
527.01 |
Close/Last |
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|
534.90 |
540.28 |
493.06 |
467.65 |
500.56 |
475.73 |
514.65 |
533.08 |
529.73 |
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