Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Tested Years |
|
24 |
24 |
25 |
33 |
33 |
34 |
36 |
36 |
36 |
36 |
37 |
Closed Lower |
|
8 |
15 |
8 |
17 |
21 |
16 |
14 |
17 |
16 |
20 |
13 |
Penetrated Low |
|
8 |
10 |
6 |
15 |
15 |
12 |
11 |
14 |
11 |
11 |
10 |
Scenario Percentage |
|
100% |
67% |
75% |
88% |
71% |
75% |
79% |
82% |
69% |
55% |
77% |
Avg Max Decline |
|
4.42% |
2.49% |
5.07% |
4.72% |
5.98% |
4.92% |
2.68% |
3.06% |
3.70% |
3.79% |
2.39% |
Max Decline |
|
11.22% |
5.92% |
10.36% |
15.75% |
28.73% |
23.67% |
7.61% |
8.81% |
6.34% |
10.68% |
6.75% |
Avg Days To Max Decline |
|
19 |
17 |
16 |
14 |
17 |
18 |
16 |
20 |
15 |
8 |
8 |
Avg Max Increase |
|
-1.17% |
-1.30% |
-1.21% |
-1.09% |
-1.14% |
-1.39% |
-1.68% |
-1.81% |
-1.81% |
-1.02% |
-0.69% |
Max Increase |
|
-2.28% |
-4.56% |
-2.41% |
-5.49% |
-2.77% |
-4.38% |
-4.52% |
-4.96% |
-5.09% |
-2.54% |
-2.48% |
Avg Days to Max Increase |
|
8 |
11 |
11 |
9 |
9 |
9 |
13 |
18 |
10 |
7 |
3 |
2024 Contract Condition |
|
Yes |
Yes |
|
|
Yes |
Yes |
Yes |
|
|
|
|
Action |
|
Yes |
No |
|
|
Yes |
Yes |
Not Yet |
|
|
|
|
High |
68.65 |
68.60 |
68.70 |
69.27 |
69.38 |
67.10 |
65.50 |
64.81 |
66.98 |
68.45 |
|
|
Low |
66.55 |
66.53 |
65.21 |
65.45 |
66.69 |
64.30 |
63.80 |
63.00 |
63.47 |
65.46 |
|
|
Close/Last |
67.58 |
66.88 |
65.51 |
67.06 |
67.66 |
65.20 |
64.75 |
63.70 |
66.30 |
68.42 |
|
|
|