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 |
|
15 |
15 |
15 |
15 |
15 |
16 |
25 |
25 |
25 |
26 |
26 |
Closed Lower |
|
9 |
5 |
5 |
2 |
5 |
7 |
10 |
9 |
13 |
9 |
6 |
Penetrated Low |
|
6 |
4 |
1 |
2 |
5 |
5 |
9 |
5 |
9 |
5 |
1 |
Scenario Percentage |
|
67% |
80% |
20% |
100% |
100% |
71% |
90% |
56% |
69% |
56% |
17% |
Avg Max Decline |
|
10.70% |
11.46% |
3.43% |
10.66% |
6.03% |
9.41% |
9.85% |
9.93% |
9.12% |
9.47% |
1.63% |
Max Decline |
|
32.83% |
26.09% |
3.43% |
11.87% |
11.84% |
18.17% |
23.25% |
17.78% |
36.78% |
23.60% |
1.63% |
Avg Days To Max Decline |
|
8 |
19 |
2 |
10 |
9 |
14 |
16 |
11 |
13 |
17 |
3 |
Avg Max Increase |
|
-2.95% |
-2.06% |
0.12% |
-2.60% |
-1.13% |
-2.38% |
-2.49% |
-4.39% |
-1.98% |
-2.64% |
-1.85% |
Max Increase |
|
-6.17% |
-6.57% |
0.12% |
-4.16% |
-4.12% |
-3.52% |
-7.17% |
-12.14% |
-6.07% |
-4.26% |
-1.85% |
Avg Days to Max Increase |
|
7 |
10 |
2 |
2 |
5 |
10 |
9 |
10 |
8 |
7 |
1 |
2023 Contract Condition |
|
|
Yes |
|
|
|
|
|
Yes |
|
|
|
Action |
|
|
Yes |
|
|
|
|
|
|
|
|
|
High |
4232.50 |
4206.75 |
4307.75 |
4207.50 |
4272.50 |
4328.00 |
4546.25 |
4685.50 |
4673.50 |
|
|
|
Low |
3905.00 |
3927.25 |
4071.25 |
3916.00 |
4140.25 |
4131.00 |
4261.50 |
4459.25 |
4397.75 |
|
|
|
Close/Last |
3964.00 |
4198.25 |
4092.75 |
4207.50 |
4263.75 |
4273.75 |
4536.75 |
4666.00 |
4574.00 |
|
|
|
|