Condition 2:
Lower Monthly Close. | Action ---> Sell that month's close with objective of penetrating month's low within 2 months. Tested Month |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Tested Years |
|
33 |
33 |
33 |
33 |
33 |
33 |
33 |
33 |
34 |
34 |
34 |
Closed Lower |
|
17 |
20 |
23 |
20 |
15 |
15 |
12 |
11 |
19 |
20 |
21 |
Penetrated Low |
|
13 |
16 |
20 |
16 |
12 |
10 |
11 |
9 |
17 |
17 |
16 |
Scenario Percentage |
|
76% |
80% |
87% |
80% |
80% |
67% |
92% |
82% |
89% |
85% |
76% |
Avg Max Decline |
|
8.44% |
11.92% |
11.87% |
10.77% |
13.30% |
10.90% |
10.22% |
15.68% |
15.24% |
14.06% |
11.93% |
Max Decline |
|
17.97% |
22.07% |
29.50% |
34.67% |
25.24% |
24.82% |
25.63% |
35.19% |
27.88% |
32.40% |
26.31% |
Avg Days To Max Decline |
|
20 |
18 |
14 |
16 |
22 |
16 |
20 |
19 |
21 |
16 |
17 |
Avg Max Increase |
|
-4.02% |
-2.38% |
-1.89% |
-2.13% |
-4.85% |
-5.15% |
-4.21% |
-4.53% |
-5.72% |
-4.59% |
-5.54% |
Max Increase |
|
-10.43% |
-11.42% |
-6.49% |
-10.41% |
-10.77% |
-23.15% |
-11.31% |
-10.27% |
-14.77% |
-13.49% |
-16.17% |
Avg Days to Max Increase |
|
14 |
8 |
7 |
5 |
12 |
9 |
11 |
11 |
12 |
16 |
4 |
2024 Contract Condition |
|
Yes |
|
Yes |
Yes |
Yes |
Yes |
Yes |
|
|
|
|
Action |
|
Yes |
|
Yes |
Yes |
Yes |
Not Yet |
|
|
|
|
|
High |
3.466 |
3.388 |
3.527 |
3.572 |
3.019 |
3.033 |
2.624 |
2.698 |
|
|
|
|
Low |
3.258 |
3.227 |
3.236 |
2.960 |
2.475 |
2.533 |
2.198 |
2.368 |
|
|
|
|
Close/Last |
3.348 |
3.296 |
3.504 |
2.993 |
2.672 |
2.579 |
2.567 |
2.437 |
|
|
|
|
|