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ScenarioSM Study for November Brent Crude Oil(ICE) as of Jan 01, 2019 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 13 | 24 | 24 | 24 | 26 | 27 | 27 | 29 | 29 | 29 | 30 | |
Closed Higher | 6 | 14 | 12 | 11 | 16 | 18 | 18 | 13 | 14 | 19 | 18 | |
Exceeded High | 5 | 12 | 11 | 10 | 15 | 17 | 17 | 9 | 13 | 18 | 11 | |
Scenario Percentage | 83% | 86% | 92% | 91% | 94% | 94% | 94% | 69% | 93% | 95% | 61% | |
Avg Max Increase | 6.09% | 7.31% | 9.59% | 11.41% | 10.23% | 10.97% | 9.65% | 10.22% | 10.84% | 15.69% | 14.11% | |
Max Increase | 9.58% | 16.96% | 19.75% | 24.28% | 25.20% | 22.91% | 34.75% | 16.93% | 20.97% | 94.81% | 50.29% | |
Avg Days To Max Increase | 13 | 14 | 15 | 14 | 17 | 16 | 14 | 18 | 19 | 16 | 20 | |
Avg Max Decline | -1.16% | -1.04% | -1.54% | -2.76% | -2.15% | -3.20% | -2.05% | -1.90% | -2.84% | -1.73% | -0.60% | |
Max Decline | -2.62% | -7.50% | -6.67% | -10.06% | -14.05% | -9.22% | -6.86% | -5.55% | -14.81% | -10.74% | -3.50% | |
Avg Days to Max Decline | 2 | 6 | 6 | 8 | 8 | 7 | 7 | 7 | 9 | 4 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes |
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