Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
23 |
27 |
20 |
26 |
20 |
22 |
24 |
26 |
18 |
21 |
19 |
Penetrated Low |
|
20 |
22 |
14 |
22 |
15 |
16 |
21 |
15 |
14 |
16 |
12 |
Scenario Percentage |
|
87% |
81% |
70% |
85% |
75% |
73% |
88% |
58% |
78% |
76% |
63% |
Avg Max Decline |
|
9.35% |
7.03% |
8.39% |
8.05% |
6.90% |
6.20% |
5.91% |
8.19% |
7.00% |
4.53% |
2.93% |
Max Decline |
|
24.55% |
25.89% |
42.37% |
31.91% |
17.43% |
14.37% |
23.97% |
20.69% |
16.61% |
8.77% |
5.99% |
Avg Days To Max Decline |
|
16 |
15 |
18 |
15 |
21 |
18 |
17 |
13 |
18 |
11 |
6 |
Avg Max Increase |
|
-2.09% |
-2.62% |
-2.22% |
-1.89% |
-3.35% |
-3.58% |
-3.01% |
-2.68% |
-2.82% |
-2.45% |
-1.23% |
Max Increase |
|
-11.51% |
-12.73% |
-10.22% |
-7.82% |
-9.80% |
-15.27% |
-8.58% |
-6.70% |
-5.96% |
-5.66% |
-5.62% |
Avg Days to Max Increase |
|
7 |
9 |
6 |
6 |
9 |
12 |
12 |
6 |
5 |
7 |
1 |
2022 Contract Condition |
|
|
Yes |
Yes |
Yes |
|
Yes |
|
|
|
|
|
Action |
|
|
Yes |
Yes |
No |
|
Yes |
|
|
|
|
|
High |
56.88 |
63.67 |
62.77 |
62.03 |
59.35 |
62.21 |
60.54 |
58.31 |
|
|
|
|
Low |
50.76 |
50.22 |
55.90 |
55.66 |
54.31 |
57.03 |
54.70 |
51.21 |
|
|
|
|
Close/Last |
55.45 |
60.64 |
60.20 |
58.26 |
57.89 |
59.71 |
55.19 |
56.57 |
|
|
|
|
|