MRCI Online
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| ScenarioSM Study for December Brent Crude Oil(ICE) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 20 | 20 | 20 | 23 | 23 | 23 | 25 | 25 | 25 | 26 | 26 | |
| Closed Higher | 11 | 10 | 13 | 16 | 15 | 10 | 13 | 18 | 14 | 14 | 12 | |
| Exceeded High | 9 | 10 | 13 | 15 | 13 | 9 | 12 | 17 | 11 | 11 | 4 | |
| Scenario Percentage | 82% | 100% | 100% | 94% | 87% | 90% | 92% | 94% | 79% | 79% | 33% | |
| Avg Max Increase | 11.00% | 11.34% | 11.32% | 9.66% | 10.71% | 9.70% | 11.27% | 15.28% | 17.06% | 8.65% | 5.51% | |
| Max Increase | 20.24% | 25.17% | 24.34% | 22.25% | 33.88% | 17.35% | 19.80% | 86.32% | 53.95% | 20.68% | 7.88% | |
| Avg Days To Max Increase | 16 | 14 | 17 | 17 | 16 | 18 | 19 | 19 | 17 | 13 | 9 | |
| Avg Max Decline | -2.17% | -2.81% | -1.72% | -3.09% | -2.09% | -1.68% | -2.64% | -1.64% | -2.11% | -4.27% | -1.64% | |
| Max Decline | -7.31% | -9.48% | -4.50% | -9.24% | -5.31% | -4.93% | -14.47% | -10.12% | -13.31% | -13.18% | -3.16% | |
| Avg Days to Max Decline | 7 | 7 | 9 | 7 | 8 | 7 | 7 | 6 | 8 | 6 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
