MRCI Online
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| ScenarioSM Study for November Crude Oil(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Sep |
| Tested Years | 26 | 26 | 29 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 12 | 12 | 15 | 18 | 22 | 21 | 15 | 15 | 21 | 17 | 17 | |
| Exceeded High | 10 | 12 | 12 | 16 | 20 | 18 | 11 | 15 | 19 | 14 | 14 | |
| Scenario Percentage | 83% | 100% | 80% | 89% | 91% | 86% | 73% | 100% | 90% | 82% | 82% | |
| Avg Max Increase | 7.92% | 9.22% | 10.90% | 10.70% | 8.47% | 7.63% | 10.43% | 10.27% | 13.63% | 12.18% | 5.49% | |
| Max Increase | 14.39% | 19.47% | 24.33% | 22.99% | 21.11% | 30.62% | 19.30% | 21.00% | 85.48% | 52.07% | 11.46% | |
| Avg Days To Max Increase | 15 | 20 | 17 | 20 | 15 | 14 | 18 | 15 | 18 | 15 | 12 | |
| Avg Max Decline | -1.89% | -1.60% | -1.61% | -1.05% | -2.79% | -2.06% | -2.11% | -2.64% | -1.54% | -3.06% | -2.86% | |
| Max Decline | -7.78% | -7.26% | -4.05% | -4.42% | -10.64% | -6.56% | -7.56% | -14.99% | -10.88% | -14.66% | -14.33% | |
| Avg Days to Max Decline | 6 | 10 | 7 | 9 | 11 | 10 | 7 | 8 | 7 | 8 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
