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 |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
22 |
23 |
28 |
30 |
24 |
27 |
21 |
28 |
24 |
19 |
21 |
Penetrated Low |
|
21 |
21 |
26 |
25 |
17 |
22 |
19 |
23 |
19 |
13 |
8 |
Scenario Percentage |
|
95% |
91% |
93% |
83% |
71% |
81% |
90% |
82% |
79% |
68% |
38% |
Avg Max Decline |
|
6.76% |
9.75% |
10.21% |
7.96% |
7.08% |
7.10% |
7.81% |
5.87% |
4.80% |
5.36% |
2.41% |
Max Decline |
|
15.47% |
22.39% |
16.27% |
19.56% |
37.09% |
30.45% |
27.13% |
16.47% |
16.16% |
11.02% |
4.47% |
Avg Days To Max Decline |
|
21 |
21 |
17 |
19 |
16 |
21 |
15 |
12 |
14 |
13 |
7 |
Avg Max Increase |
|
-3.59% |
-3.81% |
-2.43% |
-3.11% |
-1.19% |
-2.05% |
-1.88% |
-1.80% |
-1.66% |
-1.83% |
-1.30% |
Max Increase |
|
-17.82% |
-16.67% |
-14.97% |
-10.06% |
-4.10% |
-4.91% |
-5.47% |
-7.27% |
-5.15% |
-6.87% |
-2.98% |
Avg Days to Max Increase |
|
13 |
10 |
7 |
10 |
5 |
11 |
9 |
10 |
8 |
7 |
3 |
2024 Contract Condition |
|
Yes |
Yes |
Yes |
|
Yes |
Yes |
|
|
|
|
|
Action |
|
Yes |
Yes |
Yes |
|
Not Yet |
|
|
|
|
|
|
High |
584.00 |
582.00 |
545.75 |
636.25 |
582.75 |
535.25 |
504.75 |
|
|
|
|
|
Low |
556.00 |
532.00 |
501.25 |
504.75 |
493.00 |
487.75 |
488.25 |
|
|
|
|
|
Close/Last |
574.00 |
538.25 |
531.25 |
506.50 |
525.00 |
494.00 |
490.50 |
|
|
|
|
|
|