MRCI Online
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| ScenarioSM Study for June 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 27 | 29 | 31 | 31 | 31 | 31 | 32 | 32 | 32 | 32 | 33 | |
| Closed Higher | 15 | 19 | 17 | 14 | 13 | 14 | 14 | 18 | 20 | 21 | 20 | |
| Exceeded High | 15 | 17 | 13 | 13 | 9 | 12 | 14 | 17 | 18 | 20 | 14 | |
| Scenario Percentage | 100% | 89% | 76% | 93% | 69% | 86% | 100% | 94% | 90% | 95% | 70% | |
| Avg Max Increase | 7.74% | 8.94% | 10.63% | 7.08% | 9.72% | 12.03% | 10.25% | 11.56% | 12.21% | 10.36% | 7.29% | |
| Max Increase | 19.13% | 43.12% | 30.49% | 22.29% | 16.58% | 23.16% | 24.05% | 31.02% | 29.08% | 24.43% | 28.94% | |
| Avg Days To Max Increase | 19 | 20 | 17 | 14 | 23 | 16 | 18 | 15 | 17 | 12 | 10 | |
| Avg Max Decline | -1.94% | -1.46% | -1.80% | -2.50% | -3.01% | -2.47% | -2.83% | -3.09% | -2.53% | -3.09% | -1.55% | |
| Max Decline | -12.23% | -8.47% | -6.96% | -11.29% | -8.76% | -8.80% | -9.65% | -11.76% | -14.69% | -10.69% | -6.38% | |
| Avg Days to Max Decline | 7 | 10 | 8 | 5 | 10 | 6 | 11 | 8 | 8 | 6 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
