MRCI Online
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| ScenarioSM Study for January Crude Oil(NYM) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 37 | 38 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 14 | 20 | 26 | 25 | 19 | 19 | 25 | 21 | 20 | 18 | 18 | |
| Exceeded High | 13 | 19 | 25 | 21 | 13 | 18 | 23 | 16 | 17 | 11 | 12 | |
| Scenario Percentage | 93% | 95% | 96% | 84% | 68% | 95% | 92% | 76% | 85% | 61% | 67% | |
| Avg Max Increase | 11.16% | 9.33% | 8.54% | 7.89% | 11.15% | 8.74% | 10.91% | 11.31% | 8.77% | 12.02% | 10.43% | |
| Max Increase | 25.56% | 19.42% | 19.93% | 31.57% | 19.69% | 20.90% | 68.88% | 46.36% | 24.77% | 34.22% | 18.80% | |
| Avg Days To Max Increase | 14 | 19 | 17 | 15 | 19 | 18 | 19 | 15 | 14 | 17 | 14 | |
| Avg Max Decline | -2.00% | -1.72% | -2.50% | -1.73% | -1.31% | -2.51% | -2.59% | -3.17% | -3.26% | -2.42% | -1.09% | |
| Max Decline | -9.54% | -13.11% | -9.96% | -5.44% | -5.66% | -13.78% | -14.17% | -13.14% | -13.15% | -5.97% | -3.13% | |
| Avg Days to Max Decline | 7 | 10 | 9 | 10 | 6 | 11 | 8 | 9 | 5 | 8 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
