|
ScenarioSM Study for February Crude Oil(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 30 | 31 | 32 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 18 | 22 | 22 | 17 | 16 | 22 | 19 | 17 | 16 | 16 | 18 | |
Exceeded High | 17 | 21 | 19 | 12 | 14 | 20 | 15 | 14 | 10 | 14 | 15 | |
Scenario Percentage | 94% | 95% | 86% | 71% | 88% | 91% | 79% | 82% | 63% | 88% | 83% | |
Avg Max Increase | 9.14% | 8.45% | 7.34% | 9.81% | 9.34% | 10.91% | 10.67% | 8.04% | 12.74% | 13.48% | 8.12% | |
Max Increase | 17.47% | 19.47% | 31.97% | 19.87% | 21.18% | 63.08% | 43.64% | 24.44% | 27.15% | 28.47% | 15.94% | |
Avg Days To Max Increase | 18 | 16 | 13 | 18 | 18 | 19 | 14 | 13 | 23 | 11 | 11 | |
Avg Max Decline | -1.35% | -2.48% | -1.67% | -0.76% | -2.01% | -1.24% | -2.95% | -2.77% | -2.86% | -3.03% | -1.10% | |
Max Decline | -12.87% | -9.77% | -5.06% | -5.01% | -13.43% | -9.12% | -12.70% | -12.01% | -7.14% | -9.95% | -6.17% | |
Avg Days to Max Decline | 12 | 8 | 10 | 6 | 10 | 7 | 10 | 5 | 9 | 5 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Not Yet |
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