MRCI Online
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| ScenarioSM Study for May Brent Crude Oil(ICE) as of Jan 31, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 14 | 24 | 25 | 25 | 28 | 28 | 28 | 29 | 29 | 30 | 30 | |
| Closed Higher | 9 | 11 | 16 | 16 | 16 | 14 | 12 | 14 | 13 | 17 | 19 | |
| Exceeded High | 8 | 10 | 14 | 15 | 13 | 12 | 8 | 12 | 12 | 15 | 15 | |
| Scenario Percentage | 89% | 91% | 88% | 94% | 81% | 86% | 67% | 86% | 92% | 88% | 79% | |
| Avg Max Increase | 11.53% | 8.17% | 9.34% | 8.29% | 9.82% | 8.84% | 7.80% | 9.85% | 11.58% | 13.78% | 8.72% | |
| Max Increase | 32.73% | 16.30% | 24.89% | 17.56% | 29.43% | 21.10% | 14.65% | 23.89% | 24.67% | 32.80% | 21.83% | |
| Avg Days To Max Increase | 15 | 17 | 17 | 15 | 14 | 12 | 20 | 16 | 18 | 14 | 16 | |
| Avg Max Decline | -1.41% | -1.14% | -1.55% | -1.26% | -1.43% | -1.58% | -1.95% | -2.41% | -3.43% | -2.99% | -1.54% | |
| Max Decline | -5.39% | -5.44% | -11.46% | -8.19% | -7.43% | -8.00% | -3.80% | -9.12% | -13.71% | -12.55% | -4.76% | |
| Avg Days to Max Decline | 10 | 9 | 7 | 7 | 8 | 5 | 7 | 7 | 9 | 8 | 4 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
