MRCI Online
|
| ScenarioSM Study for June Brent Crude Oil(ICE) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 23 | 27 | 27 | 27 | 29 | 30 | 30 | 31 | 31 | 32 | 32 | |
| Closed Higher | 10 | 18 | 17 | 14 | 13 | 12 | 16 | 15 | 16 | 20 | 18 | |
| Exceeded High | 10 | 16 | 15 | 10 | 12 | 8 | 14 | 14 | 15 | 17 | 16 | |
| Scenario Percentage | 100% | 89% | 88% | 71% | 92% | 67% | 88% | 93% | 94% | 85% | 89% | |
| Avg Max Increase | 8.86% | 9.32% | 8.27% | 11.77% | 8.55% | 8.37% | 10.85% | 11.67% | 13.11% | 12.52% | 9.32% | |
| Max Increase | 17.73% | 25.53% | 16.40% | 29.40% | 20.85% | 14.55% | 23.40% | 28.07% | 30.09% | 31.91% | 20.26% | |
| Avg Days To Max Increase | 17 | 19 | 19 | 16 | 12 | 20 | 15 | 18 | 14 | 15 | 18 | |
| Avg Max Decline | -1.61% | -2.04% | -1.24% | -1.80% | -1.62% | -1.96% | -2.26% | -3.16% | -2.77% | -2.87% | -1.69% | |
| Max Decline | -5.67% | -12.64% | -8.19% | -6.48% | -7.38% | -3.68% | -9.05% | -13.99% | -11.97% | -16.18% | -7.59% | |
| Avg Days to Max Decline | 8 | 6 | 8 | 10 | 5 | 4 | 6 | 8 | 6 | 7 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
