MRCI Online
|
| ScenarioSM Study for November 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 20 | 20 | 20 | 22 | 23 | 23 | 25 | 25 | 25 | 26 | 26 | |
| Closed Higher | 12 | 10 | 10 | 14 | 16 | 15 | 11 | 13 | 18 | 15 | 14 | |
| Exceeded High | 10 | 9 | 9 | 14 | 15 | 14 | 8 | 12 | 17 | 12 | 10 | |
| Scenario Percentage | 83% | 90% | 90% | 100% | 94% | 93% | 73% | 92% | 94% | 80% | 71% | |
| Avg Max Increase | 6.53% | 10.83% | 12.37% | 10.76% | 9.83% | 10.01% | 10.77% | 11.69% | 16.25% | 16.71% | 5.68% | |
| Max Increase | 16.96% | 19.75% | 24.28% | 25.20% | 22.91% | 34.75% | 16.93% | 20.97% | 95.55% | 57.80% | 11.04% | |
| Avg Days To Max Increase | 14 | 16 | 12 | 16 | 15 | 15 | 19 | 19 | 19 | 14 | 10 | |
| Avg Max Decline | -1.28% | -1.59% | -1.98% | -1.30% | -2.85% | -1.71% | -1.84% | -2.81% | -1.66% | -2.33% | -2.66% | |
| Max Decline | -7.50% | -6.67% | -10.06% | -3.69% | -9.22% | -5.78% | -5.55% | -14.81% | -10.74% | -14.30% | -13.68% | |
| Avg Days to Max Decline | 7 | 7 | 8 | 8 | 7 | 7 | 8 | 9 | 5 | 8 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | No | |||||||
| 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.
