MRCI Online
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| ScenarioSM Study for November Brent Crude Oil(ICE) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 27 | 27 | 27 | 29 | 30 | 30 | 32 | 32 | 32 | 33 | |
| Closed Higher | 7 | 16 | 14 | 13 | 18 | 19 | 20 | 15 | 17 | 22 | 19 | |
| Exceeded High | 6 | 14 | 13 | 12 | 17 | 18 | 18 | 11 | 16 | 21 | 11 | |
| Scenario Percentage | 86% | 88% | 93% | 92% | 94% | 95% | 90% | 73% | 94% | 95% | 58% | |
| Avg Max Increase | 7.06% | 8.44% | 10.57% | 12.58% | 10.17% | 10.87% | 9.91% | 10.92% | 10.08% | 14.94% | 14.51% | |
| Max Increase | 11.88% | 16.96% | 24.48% | 25.89% | 25.20% | 22.91% | 34.75% | 16.93% | 20.97% | 95.55% | 50.87% | |
| Avg Days To Max Increase | 16 | 14 | 16 | 14 | 17 | 17 | 15 | 17 | 16 | 18 | 21 | |
| Avg Max Decline | -0.71% | -0.95% | -1.57% | -2.41% | -2.26% | -3.00% | -2.05% | -1.78% | -2.65% | -3.01% | -0.60% | |
| Max Decline | -2.62% | -7.50% | -6.67% | -10.06% | -14.05% | -9.22% | -6.86% | -5.55% | -14.81% | -13.93% | -3.50% | |
| Avg Days to Max Decline | 7 | 6 | 6 | 7 | 8 | 6 | 7 | 7 | 8 | 7 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
