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ScenarioSM Study for November Crude Oil(NYM) as of Jan 01, 2019 | ||||||||||||
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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 | Sep |
Tested Years | 31 | 31 | 34 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | |
Closed Higher | 14 | 15 | 16 | 21 | 25 | 24 | 17 | 17 | 22 | 20 | 20 | |
Exceeded High | 12 | 15 | 13 | 18 | 23 | 21 | 13 | 15 | 20 | 17 | 16 | |
Scenario Percentage | 86% | 100% | 81% | 86% | 92% | 88% | 76% | 88% | 91% | 85% | 80% | |
Avg Max Increase | 8.53% | 8.24% | 10.33% | 9.99% | 9.05% | 7.58% | 9.67% | 10.27% | 13.19% | 11.64% | 5.59% | |
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 | 19 | 17 | 20 | 16 | 13 | 18 | 15 | 18 | 14 | 12 | |
Avg Max Decline | -1.75% | -1.82% | -2.24% | -1.86% | -3.02% | -2.22% | -2.03% | -2.64% | -1.89% | -3.77% | -2.58% | |
Max Decline | -7.78% | -7.26% | -9.78% | -13.57% | -10.64% | -6.56% | -7.56% | -14.99% | -10.88% | -14.66% | -14.33% | |
Avg Days to Max Decline | 6 | 9 | 8 | 10 | 10 | 9 | 6 | 8 | 8 | 9 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.