MRCI Online
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| ScenarioSM Study for June Brent Crude Oil(ICE) as of Jan 01, 2016 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 21 | 21 | 21 | 23 | 24 | 24 | 25 | 25 | 26 | 26 | 26 | |
| Closed Higher | 14 | 15 | 10 | 10 | 9 | 12 | 11 | 13 | 17 | 15 | 17 | |
| Exceeded High | 13 | 13 | 8 | 9 | 6 | 10 | 10 | 12 | 16 | 13 | 13 | |
| Scenario Percentage | 93% | 87% | 80% | 90% | 67% | 83% | 91% | 92% | 94% | 87% | 76% | |
| Avg Max Increase | 10.13% | 8.65% | 11.84% | 8.68% | 7.04% | 9.06% | 11.81% | 12.67% | 12.49% | 9.94% | 5.85% | |
| Max Increase | 25.53% | 16.40% | 29.40% | 20.85% | 14.23% | 23.40% | 23.61% | 30.09% | 31.91% | 16.79% | 16.24% | |
| Avg Days To Max Increase | 18 | 18 | 19 | 14 | 17 | 16 | 19 | 13 | 16 | 8 | 8 | |
| Avg Max Decline | -1.61% | -0.93% | -1.54% | -1.72% | -1.98% | -2.62% | -3.73% | -2.49% | -2.99% | -1.27% | -0.98% | |
| Max Decline | -12.64% | -8.19% | -6.48% | -7.38% | -3.68% | -9.05% | -13.99% | -11.97% | -16.18% | -7.52% | -3.16% | |
| Avg Days to Max Decline | 6 | 7 | 12 | 6 | 5 | 8 | 10 | 6 | 9 | 4 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
