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 |
|
16 |
25 |
26 |
28 |
21 |
31 |
19 |
23 |
20 |
25 |
29 |
Penetrated Low |
|
11 |
20 |
20 |
23 |
15 |
20 |
13 |
13 |
14 |
19 |
21 |
Scenario Percentage |
|
69% |
80% |
77% |
82% |
71% |
65% |
68% |
57% |
70% |
76% |
72% |
Avg Max Decline |
|
8.90% |
11.95% |
11.61% |
10.05% |
10.47% |
7.70% |
8.29% |
11.99% |
10.46% |
9.02% |
6.12% |
Max Decline |
|
17.23% |
63.18% |
46.17% |
31.59% |
24.95% |
19.93% |
17.70% |
38.72% |
31.57% |
30.00% |
28.08% |
Avg Days To Max Decline |
|
17 |
18 |
18 |
21 |
15 |
17 |
22 |
20 |
22 |
12 |
10 |
Avg Max Increase |
|
-3.84% |
-2.65% |
-2.82% |
-3.06% |
-3.16% |
-2.76% |
-4.47% |
-3.27% |
-4.83% |
-3.42% |
-2.00% |
Max Increase |
|
-7.38% |
-11.10% |
-8.58% |
-9.91% |
-7.51% |
-8.88% |
-30.65% |
-14.48% |
-12.76% |
-8.52% |
-7.69% |
Avg Days to Max Increase |
|
12 |
9 |
7 |
8 |
6 |
11 |
10 |
11 |
20 |
9 |
3 |
2022 Contract Condition |
|
Yes |
|
|
Yes |
Yes |
Yes |
Yes |
|
|
|
|
Action |
|
No |
|
|
Yes |
Yes |
Yes |
|
|
|
|
|
High |
2356.0 |
2493.0 |
2590.0 |
2750.0 |
2675.5 |
2353.0 |
2280.0 |
|
|
|
|
|
Low |
2163.0 |
2220.0 |
2228.5 |
2428.0 |
2295.0 |
2077.5 |
2030.0 |
|
|
|
|
|
Close/Last |
2353.5 |
2263.2 |
2461.8 |
2541.2 |
2328.9 |
2194.9 |
2050.7 |
|
|
|
|
|
|