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 |
|
19 |
28 |
31 |
32 |
36 |
39 |
39 |
39 |
39 |
39 |
39 |
Closed Lower |
|
7 |
13 |
17 |
14 |
17 |
17 |
13 |
19 |
9 |
10 |
18 |
Penetrated Low |
|
6 |
8 |
13 |
12 |
15 |
9 |
8 |
11 |
5 |
8 |
14 |
Scenario Percentage |
|
86% |
62% |
76% |
86% |
88% |
53% |
62% |
58% |
56% |
80% |
78% |
Avg Max Decline |
|
11.08% |
13.46% |
12.33% |
14.02% |
11.27% |
15.28% |
20.34% |
13.72% |
9.42% |
9.36% |
9.07% |
Max Decline |
|
23.47% |
44.50% |
49.69% |
39.46% |
27.20% |
39.30% |
65.38% |
60.95% |
15.58% |
17.72% |
25.46% |
Avg Days To Max Decline |
|
19 |
20 |
14 |
15 |
16 |
15 |
15 |
15 |
4 |
13 |
16 |
Avg Max Increase |
|
-0.15% |
-1.42% |
-0.77% |
-1.68% |
-1.34% |
-2.66% |
-1.87% |
-3.60% |
-1.64% |
-2.93% |
-1.39% |
Max Increase |
|
-3.70% |
-8.90% |
-6.35% |
-4.82% |
-6.52% |
-5.94% |
-6.87% |
-9.55% |
-4.71% |
-7.51% |
-5.48% |
Avg Days to Max Increase |
|
7 |
8 |
10 |
4 |
8 |
8 |
8 |
14 |
3 |
9 |
5 |
2025 Contract Condition |
|
Yes |
Yes |
Yes |
|
Yes |
|
|
Yes |
|
|
|
Action |
|
Yes |
Yes |
No |
|
Yes |
|
|
Not Yet |
|
|
|
High |
235.52 |
239.60 |
229.52 |
217.72 |
229.52 |
220.58 |
218.94 |
235.51 |
233.23 |
|
|
|
Low |
221.57 |
222.32 |
213.65 |
199.83 |
205.48 |
208.84 |
208.37 |
218.97 |
215.76 |
|
|
|
Close/Last |
233.31 |
228.76 |
217.85 |
209.21 |
212.30 |
209.51 |
218.53 |
224.84 |
219.28 |
|
|
|
|