Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
21 |
20 |
21 |
23 |
24 |
26 |
24 |
26 |
23 |
28 |
19 |
Penetrated Low |
|
14 |
15 |
16 |
19 |
17 |
23 |
23 |
21 |
18 |
24 |
7 |
Scenario Percentage |
|
67% |
75% |
76% |
83% |
71% |
88% |
96% |
81% |
78% |
86% |
37% |
Avg Max Decline |
|
5.36% |
5.23% |
5.99% |
5.63% |
8.85% |
8.42% |
9.06% |
7.72% |
7.57% |
6.04% |
4.14% |
Max Decline |
|
13.82% |
17.04% |
11.66% |
14.34% |
17.25% |
20.11% |
17.83% |
26.00% |
37.69% |
21.05% |
9.45% |
Avg Days To Max Decline |
|
16 |
16 |
14 |
18 |
20 |
20 |
16 |
17 |
11 |
12 |
9 |
Avg Max Increase |
|
-1.26% |
-2.08% |
-1.84% |
-2.35% |
-2.79% |
-4.30% |
-3.64% |
-2.70% |
-1.88% |
-1.57% |
-0.99% |
Max Increase |
|
-3.68% |
-6.50% |
-3.43% |
-7.52% |
-9.28% |
-13.29% |
-12.72% |
-14.59% |
-6.06% |
-4.32% |
-1.70% |
Avg Days to Max Increase |
|
10 |
7 |
7 |
10 |
10 |
13 |
7 |
10 |
6 |
5 |
1 |
2024 Contract Condition |
|
Yes |
Yes |
Yes |
|
Yes |
|
|
|
|
|
|
Action |
|
Yes |
Yes |
Not Yet |
|
|
|
|
|
|
|
|
High |
1317.00 |
1292.25 |
1237.00 |
1199.00 |
1216.00 |
1195.00 |
|
|
|
|
|
|
Low |
1261.00 |
1244.50 |
1173.25 |
1122.75 |
1129.75 |
1146.75 |
|
|
|
|
|
|
Close/Last |
1294.00 |
1245.75 |
1199.75 |
1133.25 |
1186.25 |
1178.00 |
|
|
|
|
|
|
|