Death comes to us all. Life's but a walking shadow | Below is a chart showing the results for a very rough example of an analysis. The price chosen is the Nov. 1 of the nearby continuous chart (C1). Just for a trial, I set the trigger price at 110% of the Nov. 1 price. The output is 0 until the price hits 110% of the Nov. 1 price then goes to (1). The new Nov. 1 price is reset every year. The wider the bar the longer the price remained about the trigger price. It's interesting to note that in the 2012 market year the trigger price never exceeded 110% of the Nov. 1 price. Last three years the trigger price was only achieved in the summer and then only very briefly.
(trigger price-page-001.jpg)
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