MRCI Online
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| ScenarioSM Study for February Crude Oil(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 33 | 34 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 18 | 23 | 23 | 18 | 17 | 23 | 20 | 19 | 17 | 17 | 19 | |
| Exceeded High | 17 | 22 | 20 | 12 | 15 | 21 | 16 | 16 | 11 | 15 | 16 | |
| Scenario Percentage | 94% | 96% | 87% | 67% | 88% | 91% | 80% | 84% | 65% | 88% | 84% | |
| Avg Max Increase | 9.14% | 8.70% | 7.32% | 9.81% | 8.80% | 10.64% | 10.72% | 8.16% | 12.55% | 14.19% | 8.89% | |
| Max Increase | 17.47% | 19.47% | 31.97% | 19.87% | 21.18% | 63.08% | 43.64% | 24.44% | 27.15% | 31.79% | 16.99% | |
| Avg Days To Max Increase | 18 | 17 | 14 | 18 | 18 | 19 | 13 | 13 | 24 | 12 | 12 | |
| Avg Max Decline | -1.35% | -2.52% | -1.70% | -0.76% | -2.37% | -1.49% | -2.99% | -2.72% | -2.68% | -3.01% | -1.06% | |
| 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 | 9 | 6 | 12 | 8 | 10 | 5 | 8 | 5 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
