MRCI Online
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| ScenarioSM Study for December 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 32 | 33 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 16 | 15 | 20 | 25 | 23 | 17 | 16 | 22 | 19 | 19 | 17 | |
| Exceeded High | 15 | 13 | 19 | 22 | 20 | 11 | 15 | 20 | 15 | 17 | 7 | |
| Scenario Percentage | 94% | 87% | 95% | 88% | 87% | 65% | 94% | 91% | 79% | 89% | 41% | |
| Avg Max Increase | 9.27% | 10.06% | 9.55% | 9.17% | 7.55% | 10.86% | 9.94% | 12.37% | 12.23% | 7.61% | 5.68% | |
| Max Increase | 19.00% | 24.64% | 21.78% | 20.39% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 10.41% | |
| Avg Days To Max Increase | 18 | 12 | 18 | 17 | 15 | 18 | 17 | 19 | 17 | 11 | 10 | |
| Avg Max Decline | -2.02% | -1.78% | -1.86% | -2.99% | -2.39% | -1.66% | -2.53% | -1.78% | -3.24% | -3.70% | -1.41% | |
| Max Decline | -7.77% | -4.39% | -13.40% | -10.42% | -5.98% | -6.66% | -14.44% | -10.31% | -14.04% | -14.87% | -4.31% | |
| Avg Days to Max Decline | 11 | 7 | 9 | 8 | 9 | 6 | 8 | 8 | 10 | 6 | 1 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
