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ScenarioSM Study for July Brent Crude Oil(ICE) as of Dec 30, 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 11 | 22 | 22 | 22 | 25 | 25 | 25 | 25 | 26 | 27 | 27 | |
Closed Higher | 7 | 16 | 11 | 9 | 11 | 11 | 10 | 11 | 16 | 17 | 17 | |
Exceeded High | 6 | 15 | 9 | 8 | 6 | 9 | 9 | 11 | 16 | 16 | 15 | |
Scenario Percentage | 86% | 94% | 82% | 89% | 55% | 82% | 90% | 100% | 100% | 94% | 88% | |
Avg Max Increase | 7.93% | 8.43% | 9.89% | 9.15% | 7.33% | 7.13% | 11.73% | 12.43% | 11.80% | 11.93% | 6.25% | |
Max Increase | 17.79% | 21.34% | 28.84% | 20.55% | 13.03% | 17.74% | 22.29% | 27.51% | 30.75% | 26.78% | 21.66% | |
Avg Days To Max Increase | 15 | 15 | 15 | 13 | 20 | 16 | 17 | 12 | 18 | 15 | 13 | |
Avg Max Decline | -2.17% | -0.11% | -1.20% | -1.39% | -2.24% | -2.36% | -2.39% | -2.49% | -2.75% | -3.72% | -1.66% | |
Max Decline | -11.06% | -7.84% | -5.52% | -4.92% | -3.57% | -8.71% | -8.65% | -11.14% | -15.72% | -11.90% | -8.53% | |
Avg Days to Max Decline | 8 | 8 | 10 | 5 | 9 | 8 | 12 | 6 | 9 | 9 | 4 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | No | Yes | Yes |
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