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| ScenarioSM Study for February 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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 19 | 20 | 20 | 23 | 23 | 24 | 24 | 25 | 26 | 26 | 26 | |
| Closed Higher | 12 | 15 | 12 | 10 | 13 | 16 | 13 | 14 | 13 | 13 | 13 | |
| Exceeded High | 12 | 14 | 10 | 9 | 12 | 15 | 10 | 11 | 9 | 11 | 11 | |
| Scenario Percentage | 100% | 93% | 83% | 90% | 92% | 94% | 77% | 79% | 69% | 85% | 85% | |
| Avg Max Increase | 10.77% | 8.52% | 10.82% | 9.17% | 10.63% | 9.95% | 12.09% | 9.49% | 9.70% | 9.87% | 6.88% | |
| Max Increase | 21.43% | 20.51% | 33.83% | 17.60% | 22.05% | 24.00% | 31.02% | 22.44% | 15.81% | 22.22% | 12.56% | |
| Avg Days To Max Increase | 19 | 14 | 11 | 18 | 18 | 19 | 18 | 14 | 20 | 12 | 9 | |
| Avg Max Decline | -0.88% | -2.14% | -0.83% | -1.44% | -2.12% | -1.34% | -2.03% | -2.86% | -2.00% | -2.73% | -3.06% | |
| Max Decline | -3.73% | -8.86% | -4.41% | -3.72% | -13.67% | -9.19% | -11.24% | -10.89% | -4.71% | -9.39% | -22.00% | |
| Avg Days to Max Decline | 9 | 10 | 7 | 9 | 10 | 6 | 9 | 5 | 9 | 6 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
