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ScenarioSM Study for January Crude Oil(NYM) as of Jan 01, 2015 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 27 | 30 | 31 | 31 | 31 | 31 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 11 | 17 | 23 | 20 | 16 | 15 | 21 | 17 | 16 | 14 | 14 | |
Exceeded High | 10 | 16 | 22 | 17 | 10 | 14 | 19 | 13 | 13 | 9 | 9 | |
Scenario Percentage | 91% | 94% | 96% | 85% | 63% | 93% | 90% | 76% | 81% | 64% | 64% | |
Avg Max Increase | 10.54% | 9.62% | 7.83% | 7.54% | 11.10% | 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 | 16 | 14 | 21 | 18 | 19 | 17 | 13 | 15 | 13 | |
Avg Max Decline | -1.51% | -0.81% | -2.38% | -1.55% | -1.15% | -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 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.