MRCI Online
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| ScenarioSM Study for April Crude Oil(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 35 | 36 | 37 | 37 | 37 | 37 | 37 | 38 | 38 | 38 | 38 | |
| Closed Higher | 24 | 18 | 19 | 23 | 22 | 18 | 16 | 19 | 19 | 20 | 21 | |
| Exceeded High | 20 | 12 | 17 | 20 | 16 | 16 | 11 | 17 | 19 | 16 | 16 | |
| Scenario Percentage | 83% | 67% | 89% | 87% | 73% | 89% | 69% | 89% | 100% | 80% | 76% | |
| Avg Max Increase | 6.68% | 9.49% | 7.96% | 9.46% | 11.20% | 7.80% | 11.38% | 13.13% | 11.90% | 14.04% | 9.50% | |
| Max Increase | 30.99% | 20.17% | 19.95% | 52.11% | 37.03% | 23.10% | 19.04% | 26.67% | 35.74% | 30.53% | 32.71% | |
| Avg Days To Max Increase | 13 | 15 | 20 | 21 | 14 | 14 | 24 | 15 | 18 | 13 | 12 | |
| Avg Max Decline | -1.36% | -1.15% | -2.06% | -1.95% | -1.84% | -2.42% | -2.57% | -2.49% | -3.00% | -3.82% | -1.46% | |
| Max Decline | -4.76% | -4.14% | -12.26% | -12.93% | -8.69% | -12.12% | -8.10% | -8.69% | -10.65% | -13.62% | -4.72% | |
| Avg Days to Max Decline | 6 | 7 | 9 | 9 | 9 | 5 | 9 | 5 | 10 | 8 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
