Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Tested Years |
|
29 |
32 |
36 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
10 |
21 |
16 |
20 |
27 |
21 |
28 |
23 |
24 |
14 |
29 |
Penetrated Low |
|
9 |
16 |
12 |
14 |
18 |
18 |
22 |
19 |
16 |
13 |
14 |
Scenario Percentage |
|
90% |
76% |
75% |
70% |
67% |
86% |
79% |
83% |
67% |
93% |
48% |
Avg Max Decline |
|
4.03% |
4.09% |
4.56% |
3.36% |
3.93% |
4.55% |
4.23% |
4.06% |
3.59% |
3.78% |
2.52% |
Max Decline |
|
11.31% |
15.10% |
17.67% |
10.35% |
12.31% |
11.23% |
13.67% |
11.97% |
7.53% |
10.87% |
7.80% |
Avg Days To Max Decline |
|
12 |
16 |
22 |
21 |
20 |
15 |
16 |
17 |
17 |
11 |
9 |
Avg Max Increase |
|
-0.41% |
-1.11% |
-0.92% |
-1.08% |
-1.43% |
-1.06% |
-0.90% |
-1.21% |
-1.30% |
-0.71% |
-0.73% |
Max Increase |
|
-1.10% |
-3.73% |
-2.54% |
-4.57% |
-6.02% |
-5.37% |
-3.42% |
-4.19% |
-3.61% |
-1.72% |
-2.19% |
Avg Days to Max Increase |
|
8 |
9 |
11 |
6 |
12 |
7 |
6 |
11 |
8 |
4 |
3 |
2023 Contract Condition |
|
Yes |
Yes |
Yes |
|
|
Yes |
|
Yes |
|
|
|
Action |
|
Yes |
Yes |
No |
|
|
Yes |
|
Not Yet |
|
|
|
High |
126.77 |
123.23 |
123.78 |
117.70 |
116.87 |
122.09 |
124.95 |
124.82 |
124.37 |
|
|
|
Low |
120.67 |
118.63 |
116.36 |
104.41 |
109.46 |
112.28 |
120.42 |
118.87 |
119.48 |
|
|
|
Close/Last |
122.74 |
122.63 |
116.45 |
111.44 |
115.31 |
121.13 |
121.07 |
123.56 |
120.81 |
|
|
|
|