MRCI Online
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| ScenarioSM Study for January Crude Oil(NYM) 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 31 | 34 | 35 | 35 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 12 | 18 | 25 | 23 | 17 | 16 | 22 | 20 | 19 | 16 | 16 | |
| Exceeded High | 11 | 17 | 24 | 20 | 11 | 15 | 20 | 16 | 16 | 10 | 10 | |
| Scenario Percentage | 92% | 94% | 96% | 87% | 65% | 94% | 91% | 80% | 84% | 63% | 63% | |
| Avg Max Increase | 9.89% | 9.34% | 8.59% | 7.49% | 10.56% | 9.17% | 11.55% | 11.31% | 8.51% | 10.82% | 9.02% | |
| Max Increase | 24.77% | 19.42% | 19.93% | 31.57% | 19.69% | 20.90% | 68.88% | 46.36% | 24.77% | 24.26% | 16.21% | |
| Avg Days To Max Increase | 15 | 18 | 16 | 14 | 20 | 18 | 19 | 15 | 13 | 16 | 13 | |
| Avg Max Decline | -2.24% | -1.53% | -2.63% | -1.74% | -1.26% | -2.64% | -1.52% | -3.17% | -3.40% | -2.64% | -1.02% | |
| Max Decline | -9.54% | -13.11% | -9.96% | -5.44% | -5.66% | -13.78% | -9.55% | -13.14% | -13.15% | -5.97% | -2.53% | |
| Avg Days to Max Decline | 7 | 11 | 9 | 9 | 6 | 12 | 8 | 9 | 5 | 9 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
