MRCI Online
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| ScenarioSM Study for July 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 21 | 21 | 21 | 24 | 24 | 24 | 24 | 25 | 26 | 26 | 26 | |
| Closed Higher | 16 | 10 | 9 | 10 | 11 | 10 | 11 | 16 | 16 | 16 | 11 | |
| Exceeded High | 15 | 9 | 8 | 6 | 9 | 9 | 11 | 16 | 15 | 14 | 8 | |
| Scenario Percentage | 94% | 90% | 89% | 60% | 82% | 90% | 100% | 100% | 94% | 88% | 73% | |
| Avg Max Increase | 8.43% | 9.89% | 9.15% | 7.33% | 7.13% | 11.73% | 12.43% | 11.80% | 11.14% | 7.07% | 6.95% | |
| Max Increase | 21.34% | 28.84% | 20.55% | 13.03% | 17.74% | 22.29% | 27.51% | 30.75% | 26.78% | 24.34% | 11.97% | |
| Avg Days To Max Increase | 15 | 15 | 13 | 20 | 16 | 17 | 12 | 18 | 14 | 7 | 8 | |
| Avg Max Decline | -0.11% | -1.20% | -1.39% | -2.24% | -2.36% | -2.39% | -2.49% | -2.75% | -3.43% | -1.17% | -1.22% | |
| Max Decline | -7.84% | -5.52% | -4.92% | -3.57% | -8.71% | -8.65% | -11.14% | -15.72% | -11.90% | -5.98% | -5.06% | |
| Avg Days to Max Decline | 8 | 10 | 5 | 9 | 8 | 12 | 6 | 9 | 9 | 3 | 4 | |
| 2015 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
