MRCI Online
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| ScenarioSM Study for November Brent Crude Oil(ICE) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 11 | 22 | 22 | 22 | 24 | 25 | 25 | 27 | 27 | 27 | 27 | |
| Closed Higher | 5 | 12 | 10 | 10 | 15 | 17 | 17 | 12 | 13 | 18 | 16 | |
| Exceeded High | 4 | 10 | 9 | 9 | 15 | 16 | 16 | 9 | 12 | 17 | 9 | |
| Scenario Percentage | 80% | 83% | 90% | 90% | 100% | 94% | 94% | 75% | 92% | 94% | 56% | |
| Avg Max Increase | 5.22% | 6.53% | 10.83% | 12.42% | 10.23% | 10.53% | 9.68% | 10.30% | 11.79% | 16.20% | 16.32% | |
| Max Increase | 7.30% | 16.96% | 19.75% | 24.71% | 25.20% | 22.91% | 34.75% | 16.93% | 20.97% | 95.55% | 50.87% | |
| Avg Days To Max Increase | 9 | 14 | 16 | 12 | 17 | 16 | 14 | 18 | 19 | 17 | 19 | |
| Avg Max Decline | -1.23% | -1.28% | -1.59% | -2.02% | -2.18% | -3.18% | -2.01% | -1.83% | -2.72% | -1.66% | -0.37% | |
| Max Decline | -2.62% | -7.50% | -6.67% | -10.06% | -14.05% | -9.22% | -6.86% | -5.58% | -14.81% | -10.74% | -3.50% | |
| Avg Days to Max Decline | 3 | 7 | 7 | 8 | 8 | 7 | 7 | 7 | 9 | 5 | 4 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | 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.
