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ScenarioSM Study for June Crude Oil(NYM) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 29 | 31 | 33 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | 35 | |
Closed Higher | 16 | 19 | 19 | 15 | 14 | 15 | 15 | 18 | 21 | 22 | 21 | |
Exceeded High | 15 | 17 | 14 | 14 | 9 | 13 | 15 | 17 | 18 | 21 | 15 | |
Scenario Percentage | 94% | 89% | 74% | 93% | 64% | 87% | 100% | 94% | 86% | 95% | 71% | |
Avg Max Increase | 7.74% | 8.94% | 10.74% | 7.01% | 9.72% | 11.87% | 9.74% | 11.56% | 12.21% | 11.12% | 7.58% | |
Max Increase | 19.13% | 43.12% | 30.49% | 22.29% | 16.58% | 23.16% | 24.05% | 31.02% | 29.08% | 27.52% | 28.94% | |
Avg Days To Max Increase | 19 | 20 | 16 | 13 | 23 | 15 | 17 | 15 | 17 | 12 | 11 | |
Avg Max Decline | -1.94% | -1.46% | -1.90% | -2.38% | -3.01% | -2.34% | -2.80% | -3.09% | -2.53% | -3.32% | -1.87% | |
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 | 4 | 10 | 5 | 10 | 8 | 8 | 6 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | No |
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