MRCI Online
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| ScenarioSM Study for February Crude Oil(NYM) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 28 | 29 | 30 | 31 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 17 | 21 | 20 | 16 | 15 | 22 | 17 | 16 | 15 | 15 | 17 | |
| Exceeded High | 16 | 20 | 17 | 11 | 14 | 20 | 13 | 13 | 10 | 13 | 15 | |
| Scenario Percentage | 94% | 95% | 85% | 69% | 93% | 91% | 76% | 81% | 67% | 87% | 88% | |
| Avg Max Increase | 9.44% | 7.90% | 7.38% | 10.24% | 9.34% | 10.91% | 11.26% | 8.14% | 12.74% | 13.74% | 8.12% | |
| Max Increase | 17.47% | 18.32% | 31.97% | 19.87% | 21.18% | 63.08% | 43.64% | 24.44% | 27.15% | 28.47% | 15.94% | |
| Avg Days To Max Increase | 17 | 16 | 14 | 19 | 18 | 19 | 15 | 13 | 23 | 11 | 11 | |
| Avg Max Decline | -0.64% | -2.24% | -1.53% | -0.61% | -2.01% | -1.24% | -2.11% | -2.92% | -2.86% | -3.20% | -1.10% | |
| Max Decline | -4.22% | -9.77% | -5.06% | -5.01% | -13.43% | -9.12% | -11.67% | -12.01% | -7.14% | -9.95% | -6.17% | |
| Avg Days to Max Decline | 12 | 9 | 10 | 6 | 10 | 7 | 8 | 5 | 9 | 6 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
