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ScenarioSM Study for February Crude Oil(NYM) as of Jan 01, 2010 | |||||||||||
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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 | 22 | 23 | 24 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | 26 |
Closed Higher | 13 | 16 | 17 | 14 | 12 | 18 | 15 | 15 | 12 | 11 | 13 |
Exceeded High | 12 | 15 | 15 | 9 | 12 | 16 | 12 | 12 | 8 | 9 | 12 |
Scenario Percentage | 92% | 94% | 88% | 64% | 100% | 89% | 80% | 80% | 67% | 82% | 92% |
Avg Max Increase | 10.16% | 7.97% | 8.23% | 10.78% | 9.19% | 11.83% | 11.89% | 8.13% | 13.13% | 16.88% | 9.18% |
Max Increase | 17.47% | 17.48% | 31.97% | 19.87% | 21.18% | 63.08% | 43.64% | 24.44% | 27.15% | 28.47% | 15.94% |
Avg Days To Max Increase | 15 | 17 | 16 | 20 | 18 | 21 | 15 | 13 | 23 | 12 | 12 |
Avg Max Decline | -0.30% | -2.52% | -1.71% | -0.82% | -1.19% | -1.38% | -2.10% | -3.03% | -2.76% | -2.13% | -1.36% |
Max Decline | -4.22% | -9.77% | -5.06% | -5.01% | -4.91% | -9.12% | -11.67% | -12.01% | -7.14% | -8.61% | -6.17% |
Avg Days to Max Decline | 11 | 9 | 11 | 7 | 11 | 8 | 8 | 4 | 9 | 4 | 4 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.