MRCI Online
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| ScenarioSM Study for September Brent Crude Oil(ICE) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 21 | 21 | 21 | 24 | 24 | 24 | 26 | 26 | 26 | 26 | 26 | |
| Closed Higher | 9 | 9 | 12 | 10 | 13 | 15 | 16 | 17 | 11 | 13 | 18 | |
| Exceeded High | 8 | 7 | 10 | 9 | 10 | 15 | 15 | 16 | 9 | 12 | 13 | |
| Scenario Percentage | 89% | 78% | 83% | 90% | 77% | 100% | 94% | 94% | 82% | 92% | 72% | |
| Avg Max Increase | 8.59% | 6.59% | 7.03% | 11.30% | 12.66% | 10.86% | 9.92% | 9.86% | 10.41% | 10.08% | 9.94% | |
| Max Increase | 19.43% | 11.95% | 17.34% | 21.37% | 24.34% | 27.55% | 24.51% | 37.42% | 16.11% | 20.00% | 45.51% | |
| Avg Days To Max Increase | 14 | 13 | 13 | 19 | 13 | 17 | 14 | 15 | 22 | 10 | 7 | |
| Avg Max Decline | -0.92% | -1.64% | -1.86% | -2.02% | -2.36% | -2.50% | -2.91% | -1.88% | -2.93% | -3.39% | -0.41% | |
| Max Decline | -3.75% | -3.54% | -8.81% | -7.13% | -10.38% | -14.85% | -9.71% | -7.21% | -7.60% | -14.88% | -1.68% | |
| Avg Days to Max Decline | 5 | 7 | 7 | 7 | 6 | 9 | 9 | 6 | 9 | 9 | 1 | |
| 2015 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
