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ScenarioSM Study for November Crude Oil(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 20 | 20 | 23 | 24 | 24 | 25 | 25 | 25 | 25 | 25 | 25 |
Closed Higher | 8 | 9 | 12 | 14 | 18 | 17 | 13 | 12 | 17 | 15 | 16 |
Exceeded High | 6 | 9 | 9 | 13 | 16 | 15 | 9 | 12 | 15 | 13 | 13 |
Scenario Percentage | 75% | 100% | 75% | 93% | 89% | 88% | 69% | 100% | 88% | 87% | 81% |
Avg Max Increase | 8.44% | 9.28% | 12.18% | 10.11% | 8.26% | 6.94% | 9.72% | 10.56% | 15.17% | 12.80% | 5.48% |
Max Increase | 14.39% | 19.47% | 24.33% | 22.99% | 19.59% | 20.02% | 19.30% | 21.00% | 85.48% | 52.07% | 11.46% |
Avg Days To Max Increase | 12 | 19 | 17 | 18 | 16 | 14 | 20 | 15 | 19 | 15 | 13 |
Avg Max Decline | -0.81% | -1.01% | -1.44% | -0.72% | -3.10% | -2.17% | -2.19% | -1.76% | -1.70% | -3.11% | -3.05% |
Max Decline | -4.54% | -4.63% | -4.05% | -4.42% | -10.64% | -6.56% | -7.56% | -8.17% | -10.88% | -14.66% | -14.33% |
Avg Days to Max Decline | 3 | 9 | 7 | 9 | 10 | 12 | 8 | 9 | 8 | 8 | 4 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.