Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
22 |
39 |
44 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
12 |
16 |
16 |
17 |
20 |
25 |
20 |
19 |
19 |
17 |
22 |
Penetrated Low |
|
9 |
12 |
8 |
12 |
17 |
20 |
12 |
11 |
13 |
12 |
10 |
Scenario Percentage |
|
75% |
75% |
50% |
71% |
85% |
80% |
60% |
58% |
68% |
71% |
45% |
Avg Max Decline |
|
3.74% |
5.71% |
5.91% |
8.03% |
6.97% |
6.23% |
5.55% |
7.01% |
7.17% |
4.25% |
2.81% |
Max Decline |
|
11.88% |
14.00% |
11.05% |
21.57% |
22.25% |
13.56% |
12.63% |
13.61% |
12.06% |
8.00% |
5.30% |
Avg Days To Max Decline |
|
10 |
16 |
17 |
19 |
17 |
15 |
18 |
20 |
17 |
17 |
12 |
Avg Max Increase |
|
-1.41% |
-0.52% |
-1.21% |
-1.27% |
-1.03% |
-1.21% |
-1.80% |
-1.90% |
-2.03% |
-3.04% |
-1.04% |
Max Increase |
|
-4.91% |
-1.99% |
-2.54% |
-5.25% |
-4.98% |
-8.09% |
-7.37% |
-5.54% |
-5.51% |
-8.36% |
-2.72% |
Avg Days to Max Increase |
|
10 |
5 |
6 |
6 |
4 |
7 |
8 |
6 |
9 |
11 |
3 |
2022 Contract Condition |
|
Yes |
|
|
|
Yes |
Yes |
Yes |
Yes |
|
|
|
Action |
|
Yes |
|
|
|
Yes |
Yes |
Yes |
|
|
|
|
High |
173.950 |
174.650 |
179.530 |
183.000 |
184.780 |
188.250 |
184.250 |
180.950 |
179.530 |
|
|
|
Low |
173.950 |
169.635 |
168.235 |
175.600 |
179.780 |
181.235 |
176.400 |
170.350 |
169.280 |
|
|
|
Close/Last |
173.950 |
171.000 |
178.750 |
183.000 |
184.680 |
182.250 |
180.080 |
171.430 |
170.680 |
|
|
|
|