MRCI Online
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| ScenarioSM Study for May Crude Oil(NYM) 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 27 | 28 | 29 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 13 | 14 | 19 | 18 | 15 | 13 | 14 | 14 | 17 | 19 | 21 | |
| Exceeded High | 10 | 14 | 17 | 15 | 13 | 9 | 12 | 14 | 16 | 17 | 17 | |
| Scenario Percentage | 77% | 100% | 89% | 83% | 87% | 69% | 86% | 100% | 94% | 89% | 81% | |
| Avg Max Increase | 9.74% | 8.38% | 9.44% | 9.64% | 7.13% | 10.28% | 12.59% | 10.83% | 12.52% | 13.89% | 8.82% | |
| Max Increase | 19.67% | 19.00% | 47.75% | 33.91% | 22.30% | 17.51% | 24.18% | 27.19% | 32.58% | 43.26% | 25.31% | |
| Avg Days To Max Increase | 20 | 20 | 20 | 15 | 14 | 23 | 15 | 18 | 15 | 13 | 14 | |
| Avg Max Decline | -1.39% | -1.66% | -1.06% | -1.54% | -2.62% | -3.09% | -2.32% | -3.09% | -3.41% | -2.01% | -1.95% | |
| Max Decline | -7.04% | -11.71% | -8.10% | -7.53% | -11.42% | -9.01% | -8.59% | -10.12% | -12.77% | -6.76% | -6.88% | |
| Avg Days to Max Decline | 8 | 6 | 9 | 7 | 5 | 11 | 5 | 11 | 10 | 7 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
