MRCI Online
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| ScenarioSM Study for March Brent Crude Oil(ICE) as of Jan 01, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 24 | 24 | 25 | 27 | 27 | 28 | 28 | 30 | 30 | 30 | |
| Closed Higher | 14 | 17 | 16 | 11 | 16 | 16 | 16 | 16 | 14 | 15 | 14 | |
| Exceeded High | 13 | 16 | 14 | 10 | 14 | 15 | 12 | 13 | 10 | 14 | 12 | |
| Scenario Percentage | 93% | 94% | 88% | 91% | 88% | 94% | 75% | 81% | 71% | 93% | 86% | |
| Avg Max Increase | 9.72% | 9.59% | 9.58% | 8.56% | 10.37% | 9.58% | 11.75% | 9.48% | 9.26% | 10.17% | 8.09% | |
| Max Increase | 20.68% | 19.57% | 34.33% | 17.69% | 27.26% | 21.33% | 30.49% | 22.04% | 15.29% | 23.85% | 16.23% | |
| Avg Days To Max Increase | 20 | 18 | 13 | 16 | 18 | 19 | 16 | 13 | 21 | 16 | 16 | |
| Avg Max Decline | -1.90% | -2.41% | -1.31% | -1.90% | -2.04% | -1.39% | -1.94% | -1.77% | -1.84% | -2.72% | -1.49% | |
| Max Decline | -13.01% | -8.68% | -5.58% | -6.14% | -13.38% | -8.95% | -10.08% | -9.44% | -4.38% | -9.25% | -6.48% | |
| Avg Days to Max Decline | 12 | 9 | 6 | 9 | 6 | 7 | 6 | 5 | 10 | 6 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
