MRCI Online
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| ScenarioSM Study for January Crude Oil(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 26 | 29 | 30 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 11 | 16 | 22 | 20 | 15 | 14 | 21 | 17 | 16 | 14 | 14 | |
| Exceeded High | 10 | 15 | 21 | 17 | 9 | 14 | 19 | 13 | 13 | 9 | 9 | |
| Scenario Percentage | 91% | 94% | 95% | 85% | 60% | 100% | 90% | 76% | 81% | 64% | 64% | |
| Avg Max Increase | 10.54% | 10.07% | 8.01% | 7.54% | 11.71% | 9.76% | 11.87% | 11.96% | 8.54% | 11.12% | 8.89% | |
| Max Increase | 24.77% | 19.42% | 19.11% | 31.57% | 19.69% | 20.90% | 68.88% | 46.36% | 24.77% | 24.26% | 16.21% | |
| Avg Days To Max Increase | 14 | 17 | 15 | 14 | 21 | 18 | 19 | 17 | 13 | 15 | 13 | |
| Avg Max Decline | -1.51% | -0.67% | -2.39% | -1.55% | -1.21% | -2.25% | -1.22% | -2.30% | -3.72% | -2.83% | -1.03% | |
| Max Decline | -4.10% | -4.27% | -9.96% | -5.44% | -5.66% | -13.78% | -9.55% | -13.14% | -13.15% | -5.97% | -2.53% | |
| Avg Days to Max Decline | 7 | 10 | 10 | 10 | 7 | 10 | 7 | 7 | 6 | 10 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
