MRCI Online
|
| ScenarioSM Study for July 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 13 | 24 | 24 | 24 | 27 | 27 | 27 | 27 | 28 | 29 | 29 | |
| Closed Higher | 8 | 17 | 12 | 11 | 12 | 13 | 12 | 12 | 17 | 18 | 18 | |
| Exceeded High | 6 | 16 | 10 | 10 | 7 | 11 | 11 | 12 | 16 | 17 | 16 | |
| Scenario Percentage | 75% | 94% | 83% | 91% | 58% | 85% | 92% | 100% | 94% | 94% | 89% | |
| Avg Max Increase | 7.93% | 8.32% | 10.22% | 9.21% | 7.73% | 8.04% | 10.38% | 11.65% | 11.80% | 12.22% | 6.34% | |
| 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 | 16 | 14 | 12 | 21 | 15 | 17 | 13 | 18 | 15 | 13 | |
| Avg Max Decline | -2.17% | -0.43% | -1.36% | -1.45% | -2.11% | -2.16% | -2.25% | -3.13% | -2.75% | -3.72% | -1.75% | |
| 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 | 9 | 5 | 8 | 7 | 10 | 7 | 9 | 8 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | 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.
