MRCI Online
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| ScenarioSM Study for January Crude Oil(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 33 | 34 | 34 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 11 | 18 | 24 | 22 | 17 | 15 | 22 | 19 | 18 | 16 | 16 | |
| Exceeded High | 10 | 17 | 23 | 19 | 11 | 14 | 20 | 15 | 15 | 10 | 10 | |
| Scenario Percentage | 91% | 94% | 96% | 86% | 65% | 93% | 91% | 79% | 83% | 63% | 63% | |
| Avg Max Increase | 10.54% | 9.34% | 8.35% | 7.50% | 10.56% | 9.76% | 11.55% | 11.31% | 8.74% | 10.89% | 9.63% | |
| Max Increase | 24.77% | 19.42% | 19.93% | 31.57% | 19.69% | 20.90% | 68.88% | 46.36% | 24.77% | 24.26% | 16.21% | |
| Avg Days To Max Increase | 14 | 18 | 16 | 14 | 20 | 18 | 19 | 16 | 14 | 17 | 13 | |
| Avg Max Decline | -1.51% | -1.53% | -2.60% | -1.71% | -1.26% | -2.25% | -1.52% | -3.14% | -3.60% | -2.64% | -1.02% | |
| Max Decline | -4.10% | -13.11% | -9.96% | -5.44% | -5.66% | -13.78% | -9.55% | -13.14% | -13.15% | -5.97% | -2.53% | |
| Avg Days to Max Decline | 7 | 11 | 10 | 9 | 6 | 10 | 8 | 9 | 6 | 9 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
