MRCI Online
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| ScenarioSM Study for October Brent Crude Oil(ICE) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 20 | 20 | 20 | 23 | 23 | 23 | 25 | 25 | 25 | 25 | 26 | |
| Closed Higher | 9 | 12 | 11 | 13 | 14 | 16 | 16 | 11 | 13 | 18 | 15 | |
| Exceeded High | 7 | 10 | 10 | 10 | 14 | 15 | 15 | 8 | 12 | 16 | 9 | |
| Scenario Percentage | 78% | 83% | 91% | 77% | 100% | 94% | 94% | 73% | 92% | 89% | 60% | |
| Avg Max Increase | 6.35% | 6.77% | 9.86% | 12.32% | 11.07% | 10.14% | 10.10% | 11.02% | 12.10% | 13.93% | 10.00% | |
| Max Increase | 11.70% | 17.15% | 20.16% | 24.61% | 26.11% | 23.63% | 36.25% | 16.52% | 22.19% | 57.97% | 17.76% | |
| Avg Days To Max Increase | 11 | 13 | 19 | 12 | 16 | 15 | 16 | 22 | 19 | 12 | 11 | |
| Avg Max Decline | -0.95% | -1.77% | -2.50% | -2.02% | -1.38% | -2.96% | -1.74% | -2.03% | -3.09% | -1.49% | -0.57% | |
| Max Decline | -2.76% | -8.31% | -6.90% | -9.77% | -3.85% | -9.23% | -6.43% | -6.28% | -15.02% | -11.37% | -3.71% | |
| Avg Days to Max Decline | 3 | 11 | 8 | 9 | 8 | 7 | 7 | 7 | 9 | 3 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
