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 |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
22 |
20 |
21 |
23 |
23 |
24 |
27 |
19 |
27 |
21 |
21 |
Penetrated Low |
|
16 |
13 |
15 |
17 |
23 |
21 |
21 |
17 |
24 |
16 |
12 |
Scenario Percentage |
|
73% |
65% |
71% |
74% |
100% |
88% |
78% |
89% |
89% |
76% |
57% |
Avg Max Decline |
|
6.28% |
6.65% |
5.34% |
6.84% |
6.71% |
9.04% |
7.74% |
7.78% |
6.21% |
5.34% |
5.86% |
Max Decline |
|
19.62% |
13.66% |
13.88% |
13.77% |
18.87% |
18.07% |
24.50% |
34.83% |
18.14% |
12.73% |
24.99% |
Avg Days To Max Decline |
|
15 |
16 |
19 |
17 |
19 |
18 |
17 |
15 |
13 |
12 |
9 |
Avg Max Increase |
|
-1.19% |
-2.43% |
-2.62% |
-2.49% |
-4.50% |
-3.01% |
-1.97% |
-2.73% |
-2.08% |
-2.23% |
-0.96% |
Max Increase |
|
-5.77% |
-7.61% |
-9.16% |
-9.66% |
-16.12% |
-12.96% |
-8.26% |
-7.05% |
-7.10% |
-7.41% |
-3.13% |
Avg Days to Max Increase |
|
5 |
10 |
10 |
14 |
11 |
6 |
9 |
8 |
11 |
3 |
1 |
2023 Contract Condition |
|
Yes |
|
|
Yes |
Yes |
|
|
|
|
|
|
Action |
|
No |
|
|
Yes |
Not Yet |
|
|
|
|
|
|
High |
428.40 |
415.50 |
428.10 |
437.70 |
424.50 |
410.10 |
|
|
|
|
|
|
Low |
391.50 |
388.90 |
393.30 |
397.80 |
399.50 |
361.80 |
|
|
|
|
|
|
Close/Last |
411.60 |
394.30 |
415.60 |
419.80 |
405.20 |
365.00 |
|
|
|
|
|
|
|