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ScenarioSM Study for October Crude Oil(NYM) as of Jan 01, 2010 | |||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 20 | 23 | 24 | 26 | 26 | 26 | 27 | 27 | 27 | 27 | 27 |
Closed Higher | 6 | 8 | 11 | 13 | 14 | 19 | 17 | 15 | 14 | 18 | 15 |
Exceeded High | 4 | 6 | 11 | 11 | 13 | 17 | 15 | 10 | 13 | 16 | 10 |
Scenario Percentage | 67% | 75% | 100% | 85% | 93% | 89% | 88% | 67% | 93% | 89% | 67% |
Avg Max Increase | 7.20% | 8.79% | 9.93% | 10.44% | 10.72% | 9.33% | 9.28% | 11.49% | 10.52% | 13.30% | 10.34% |
Max Increase | 11.14% | 15.18% | 19.73% | 23.95% | 23.22% | 22.54% | 30.51% | 19.08% | 21.40% | 64.94% | 28.11% |
Avg Days To Max Increase | 22 | 12 | 17 | 16 | 18 | 17 | 17 | 19 | 15 | 13 | 14 |
Avg Max Decline | -1.38% | -0.79% | -1.44% | -1.53% | -0.97% | -3.34% | -2.22% | -2.46% | -2.10% | -1.60% | -0.64% |
Max Decline | -1.88% | -4.39% | -7.95% | -4.34% | -5.04% | -10.86% | -7.80% | -8.52% | -10.10% | -11.56% | -4.69% |
Avg Days to Max Decline | 8 | 3 | 11 | 7 | 10 | 12 | 9 | 8 | 8 | 4 | 3 |
2009 Contract Condition | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.