MRCI Online
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| ScenarioSM Study for November Brent Crude Oil(ICE) as of Jan 01, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 25 | 25 | 25 | 27 | 28 | 28 | 30 | 30 | 30 | 31 | |
| Closed Higher | 6 | 14 | 12 | 12 | 17 | 19 | 19 | 13 | 15 | 20 | 18 | |
| Exceeded High | 5 | 12 | 11 | 11 | 16 | 18 | 17 | 9 | 14 | 19 | 11 | |
| Scenario Percentage | 83% | 86% | 92% | 92% | 94% | 95% | 89% | 69% | 93% | 95% | 61% | |
| Avg Max Increase | 6.09% | 7.31% | 9.59% | 11.37% | 10.21% | 10.87% | 9.65% | 10.22% | 10.38% | 15.75% | 14.51% | |
| Max Increase | 9.58% | 16.96% | 19.75% | 24.28% | 25.20% | 22.91% | 34.75% | 16.93% | 20.97% | 95.55% | 50.87% | |
| Avg Days To Max Increase | 13 | 14 | 15 | 14 | 17 | 17 | 14 | 18 | 18 | 18 | 21 | |
| Avg Max Decline | -1.16% | -1.04% | -1.54% | -2.57% | -2.22% | -3.00% | -2.05% | -1.90% | -2.91% | -2.52% | -0.60% | |
| Max Decline | -2.62% | -7.50% | -6.67% | -10.06% | -14.05% | -9.22% | -6.86% | -5.55% | -14.81% | -13.88% | -3.50% | |
| Avg Days to Max Decline | 2 | 6 | 6 | 7 | 8 | 6 | 7 | 7 | 8 | 6 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
