MRCI Online
|
| ScenarioSM Study for September 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 20 | 24 | 24 | 24 | 27 | 27 | 27 | 29 | 29 | 29 | 29 | |
| Closed Higher | 12 | 11 | 11 | 14 | 12 | 14 | 16 | 18 | 19 | 13 | 14 | |
| Exceeded High | 11 | 10 | 8 | 12 | 11 | 11 | 15 | 17 | 18 | 10 | 10 | |
| Scenario Percentage | 92% | 91% | 73% | 86% | 92% | 79% | 94% | 94% | 95% | 77% | 71% | |
| Avg Max Increase | 8.41% | 8.74% | 7.01% | 7.81% | 10.01% | 11.77% | 10.86% | 11.15% | 9.85% | 9.97% | 7.71% | |
| Max Increase | 28.15% | 19.43% | 11.95% | 17.34% | 21.37% | 24.34% | 27.55% | 24.51% | 37.42% | 16.11% | 14.00% | |
| Avg Days To Max Increase | 15 | 13 | 15 | 13 | 18 | 14 | 17 | 15 | 15 | 21 | 17 | |
| Avg Max Decline | -1.43% | -0.94% | -1.60% | -1.74% | -1.91% | -3.07% | -2.50% | -3.27% | -2.25% | -2.88% | -1.44% | |
| Max Decline | -4.60% | -3.75% | -3.54% | -8.81% | -7.13% | -10.38% | -14.85% | -9.71% | -7.61% | -7.60% | -3.19% | |
| Avg Days to Max Decline | 7 | 4 | 6 | 7 | 6 | 6 | 9 | 8 | 6 | 8 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Not Yet | ||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
