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ScenarioSM Study for March 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 23 | 24 | 24 | 25 | 25 | 25 | 26 | 26 | 26 | 26 | 26 |
Closed Higher | 16 | 17 | 13 | 12 | 17 | 16 | 16 | 12 | 11 | 13 | 16 |
Exceeded High | 15 | 15 | 8 | 12 | 14 | 13 | 14 | 8 | 9 | 13 | 8 |
Scenario Percentage | 94% | 88% | 62% | 100% | 82% | 81% | 88% | 67% | 82% | 100% | 50% |
Avg Max Increase | 7.85% | 7.07% | 10.28% | 8.65% | 12.25% | 12.42% | 7.67% | 12.10% | 16.22% | 10.39% | 7.56% |
Max Increase | 17.96% | 30.64% | 20.21% | 19.96% | 57.94% | 40.70% | 23.66% | 22.62% | 28.40% | 22.83% | 11.76% |
Avg Days To Max Increase | 17 | 16 | 20 | 20 | 23 | 15 | 14 | 24 | 15 | 12 | 11 |
Avg Max Decline | -2.46% | -2.02% | -1.07% | -1.10% | -1.60% | -1.87% | -2.59% | -3.11% | -2.05% | -2.19% | -0.99% |
Max Decline | -9.61% | -5.03% | -4.51% | -4.19% | -8.90% | -10.27% | -12.15% | -7.76% | -7.84% | -10.82% | -2.86% |
Avg Days to Max Decline | 9 | 10 | 8 | 10 | 9 | 10 | 4 | 12 | 3 | 8 | 2 |
2009 Contract Condition | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes |
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