MRCI Online
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| ScenarioSM Study for April Brent Crude Oil(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 13 | 23 | 24 | 24 | 26 | 27 | 27 | 28 | 29 | 29 | 29 | |
| Closed Higher | 9 | 15 | 10 | 15 | 16 | 15 | 15 | 12 | 15 | 15 | 15 | |
| Exceeded High | 8 | 12 | 9 | 13 | 16 | 11 | 12 | 8 | 14 | 14 | 11 | |
| Scenario Percentage | 89% | 80% | 90% | 87% | 100% | 73% | 80% | 67% | 93% | 93% | 73% | |
| Avg Max Increase | 9.60% | 9.88% | 9.07% | 10.49% | 8.45% | 11.02% | 9.41% | 8.17% | 9.88% | 11.63% | 8.79% | |
| Max Increase | 18.62% | 32.37% | 17.73% | 26.05% | 19.09% | 29.92% | 21.56% | 15.12% | 23.87% | 26.35% | 18.46% | |
| Avg Days To Max Increase | 15 | 12 | 17 | 18 | 17 | 18 | 12 | 19 | 15 | 17 | 18 | |
| Avg Max Decline | -0.32% | -0.76% | -1.06% | -1.91% | -1.30% | -1.83% | -1.77% | -2.01% | -2.59% | -4.27% | -2.07% | |
| Max Decline | -6.95% | -5.27% | -3.56% | -12.99% | -8.42% | -8.52% | -8.77% | -4.02% | -9.20% | -17.83% | -6.96% | |
| Avg Days to Max Decline | 6 | 6 | 9 | 5 | 7 | 6 | 5 | 6 | 6 | 11 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | 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.
