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ScenarioSM Study for August 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 11 | 22 | 22 | 22 | 25 | 25 | 25 | 26 | 27 | 27 | 27 | |
Closed Higher | 8 | 11 | 9 | 10 | 11 | 10 | 12 | 16 | 17 | 17 | 12 | |
Exceeded High | 7 | 9 | 7 | 7 | 9 | 9 | 11 | 16 | 16 | 16 | 9 | |
Scenario Percentage | 88% | 82% | 78% | 70% | 82% | 90% | 92% | 100% | 94% | 94% | 75% | |
Avg Max Increase | 5.85% | 9.44% | 10.09% | 6.94% | 6.84% | 11.48% | 11.93% | 11.21% | 11.22% | 8.10% | 8.46% | |
Max Increase | 10.49% | 28.49% | 19.59% | 12.62% | 17.55% | 21.87% | 25.00% | 29.20% | 25.31% | 29.07% | 14.21% | |
Avg Days To Max Increase | 11 | 15 | 15 | 15 | 13 | 18 | 11 | 17 | 15 | 12 | 16 | |
Avg Max Decline | -0.57% | -1.27% | -1.22% | -2.10% | -2.10% | -2.19% | -2.35% | -2.54% | -3.46% | -2.63% | -1.67% | |
Max Decline | -7.71% | -4.99% | -4.53% | -3.52% | -8.39% | -8.13% | -10.75% | -15.31% | -10.48% | -8.63% | -4.63% | |
Avg Days to Max Decline | 5 | 7 | 6 | 13 | 7 | 7 | 6 | 9 | 9 | 7 | 4 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | No | Yes | Yes | Yes |
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