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ScenarioSM Study for February Crude Oil(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 20 | 21 | 22 | 23 | 23 | 24 | 24 | 24 | 24 | 24 | 24 |
Closed Higher | 11 | 15 | 15 | 13 | 10 | 17 | 15 | 14 | 11 | 11 | 12 |
Exceeded High | 10 | 14 | 13 | 8 | 10 | 15 | 12 | 11 | 7 | 9 | 11 |
Scenario Percentage | 91% | 93% | 87% | 62% | 100% | 88% | 80% | 79% | 64% | 82% | 92% |
Avg Max Increase | 10.24% | 8.40% | 6.87% | 9.98% | 10.08% | 12.12% | 11.89% | 6.65% | 14.08% | 18.12% | 10.80% |
Max Increase | 17.47% | 17.48% | 16.61% | 19.87% | 21.18% | 63.08% | 43.64% | 14.16% | 27.15% | 31.79% | 16.99% |
Avg Days To Max Increase | 13 | 17 | 15 | 21 | 20 | 20 | 15 | 13 | 24 | 14 | 14 |
Avg Max Decline | 0.46% | -2.55% | -1.54% | -0.56% | -1.24% | -0.87% | -2.10% | -3.04% | -2.58% | -2.13% | -1.49% |
Max Decline | -1.67% | -9.77% | -4.95% | -5.01% | -4.91% | -3.70% | -11.67% | -12.01% | -7.14% | -8.61% | -6.17% |
Avg Days to Max Decline | 8 | 8 | 10 | 7 | 11 | 7 | 8 | 4 | 8 | 4 | 4 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.