MRCI Online
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| ScenarioSM Study for January Brent Crude Oil(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 13 | 24 | 24 | 24 | 27 | 27 | 27 | 29 | 29 | 29 | 30 | |
| Closed Higher | 6 | 11 | 15 | 17 | 18 | 12 | 15 | 19 | 17 | 16 | 15 | |
| Exceeded High | 4 | 10 | 14 | 16 | 16 | 11 | 13 | 18 | 13 | 13 | 8 | |
| Scenario Percentage | 67% | 91% | 93% | 94% | 89% | 92% | 87% | 95% | 76% | 81% | 53% | |
| Avg Max Increase | 10.69% | 10.73% | 10.16% | 10.24% | 9.90% | 8.53% | 9.89% | 13.83% | 15.85% | 9.23% | 6.27% | |
| Max Increase | 16.45% | 25.18% | 22.49% | 21.59% | 33.70% | 17.40% | 18.83% | 79.27% | 47.85% | 22.95% | 11.63% | |
| Avg Days To Max Increase | 19 | 14 | 20 | 17 | 15 | 17 | 19 | 20 | 15 | 12 | 16 | |
| Avg Max Decline | -1.30% | -2.65% | -2.17% | -3.00% | -1.77% | -2.01% | -2.39% | -1.67% | -2.02% | -3.55% | -2.06% | |
| Max Decline | -6.27% | -9.46% | -13.58% | -9.03% | -6.16% | -6.31% | -14.00% | -9.60% | -12.35% | -11.87% | -5.06% | |
| Avg Days to Max Decline | 9 | 5 | 12 | 7 | 7 | 7 | 8 | 7 | 7 | 5 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
