MRCI Online
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| ScenarioSM Study for March 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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 20 | 20 | 21 | 23 | 23 | 24 | 24 | 26 | 26 | 26 | 26 | |
| Closed Higher | 15 | 13 | 9 | 14 | 15 | 13 | 13 | 12 | 13 | 12 | 14 | |
| Exceeded High | 14 | 11 | 8 | 13 | 14 | 10 | 10 | 9 | 12 | 11 | 10 | |
| Scenario Percentage | 93% | 85% | 89% | 93% | 93% | 77% | 77% | 75% | 92% | 92% | 71% | |
| Avg Max Increase | 8.33% | 10.01% | 9.62% | 11.07% | 9.65% | 11.54% | 9.75% | 9.08% | 9.95% | 9.98% | 5.69% | |
| Max Increase | 19.57% | 34.33% | 17.69% | 27.26% | 21.33% | 30.49% | 22.04% | 15.29% | 23.85% | 18.75% | 13.84% | |
| Avg Days To Max Increase | 17 | 13 | 18 | 19 | 18 | 18 | 15 | 21 | 16 | 9 | 7 | |
| Avg Max Decline | -1.97% | -0.80% | -1.33% | -1.96% | -1.05% | -1.73% | -1.89% | -1.88% | -2.93% | -1.91% | -0.89% | |
| Max Decline | -8.68% | -4.04% | -3.50% | -13.38% | -8.95% | -10.08% | -9.44% | -4.38% | -9.25% | -6.51% | -3.22% | |
| Avg Days to Max Decline | 10 | 7 | 9 | 6 | 7 | 6 | 5 | 11 | 7 | 5 | 2 | |
| 2015 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | No | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
