MRCI Online
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| ScenarioSM Study for August 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 21 | 21 | 21 | 24 | 24 | 24 | 25 | 26 | 26 | 26 | 26 | |
| Closed Higher | 10 | 9 | 9 | 11 | 10 | 12 | 16 | 16 | 16 | 11 | 13 | |
| Exceeded High | 9 | 7 | 7 | 9 | 9 | 11 | 16 | 15 | 15 | 8 | 11 | |
| Scenario Percentage | 90% | 78% | 78% | 82% | 90% | 92% | 100% | 94% | 94% | 73% | 85% | |
| Avg Max Increase | 9.44% | 10.09% | 6.94% | 6.84% | 11.48% | 11.93% | 11.21% | 10.39% | 8.11% | 10.89% | 6.71% | |
| Max Increase | 28.49% | 19.59% | 12.62% | 17.55% | 21.87% | 25.00% | 29.20% | 25.31% | 29.92% | 15.42% | 10.97% | |
| Avg Days To Max Increase | 15 | 15 | 15 | 13 | 18 | 11 | 17 | 14 | 14 | 14 | 12 | |
| Avg Max Decline | -1.27% | -1.22% | -2.10% | -2.10% | -2.19% | -2.35% | -2.54% | -3.15% | -2.27% | -1.62% | -1.53% | |
| Max Decline | -4.99% | -4.53% | -3.52% | -8.39% | -8.13% | -10.75% | -15.31% | -10.48% | -8.63% | -4.63% | -3.95% | |
| Avg Days to Max Decline | 7 | 6 | 13 | 7 | 7 | 6 | 9 | 9 | 7 | 6 | 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.
