MRCI Online
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| ScenarioSM Study for January Brent Crude Oil(ICE) 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 | 12 | 23 | 23 | 23 | 26 | 26 | 26 | 28 | 28 | 28 | 29 | |
| Closed Higher | 5 | 10 | 15 | 16 | 17 | 11 | 14 | 19 | 16 | 15 | 15 | |
| Exceeded High | 3 | 9 | 14 | 15 | 15 | 10 | 12 | 18 | 12 | 12 | 8 | |
| Scenario Percentage | 60% | 90% | 93% | 94% | 88% | 91% | 86% | 95% | 75% | 80% | 53% | |
| Avg Max Increase | 12.53% | 11.63% | 10.16% | 9.72% | 9.93% | 9.06% | 10.63% | 13.84% | 16.18% | 9.59% | 6.27% | |
| Max Increase | 16.45% | 25.27% | 22.49% | 21.59% | 33.70% | 17.40% | 18.83% | 79.27% | 47.85% | 22.95% | 11.63% | |
| Avg Days To Max Increase | 18 | 13 | 20 | 17 | 15 | 17 | 19 | 19 | 16 | 13 | 16 | |
| Avg Max Decline | -1.67% | -1.92% | -2.17% | -2.98% | -1.72% | -1.51% | -2.33% | -1.67% | -1.95% | -3.83% | -1.89% | |
| Max Decline | -6.27% | -9.46% | -13.58% | -9.03% | -6.16% | -4.35% | -14.00% | -9.60% | -12.35% | -11.87% | -5.06% | |
| Avg Days to Max Decline | 11 | 4 | 12 | 7 | 7 | 6 | 9 | 7 | 7 | 6 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
