MRCI Online
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| ScenarioSM Study for March Crude Oil(NYM) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Jan |
| Tested Years | 36 | 37 | 37 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 24 | 25 | 19 | 20 | 25 | 22 | 21 | 18 | 19 | 22 | 21 | |
| Exceeded High | 23 | 21 | 13 | 18 | 22 | 16 | 19 | 11 | 17 | 21 | 12 | |
| Scenario Percentage | 96% | 84% | 68% | 90% | 88% | 73% | 90% | 61% | 89% | 95% | 57% | |
| Avg Max Increase | 8.49% | 6.92% | 9.98% | 8.08% | 10.15% | 11.87% | 7.90% | 12.16% | 13.94% | 11.76% | 8.93% | |
| Max Increase | 18.96% | 30.64% | 20.21% | 19.96% | 57.94% | 40.70% | 23.66% | 22.62% | 28.40% | 28.03% | 19.27% | |
| Avg Days To Max Increase | 17 | 15 | 18 | 19 | 21 | 14 | 14 | 24 | 15 | 15 | 14 | |
| Avg Max Decline | -2.36% | -1.93% | -0.98% | -2.18% | -2.60% | -2.09% | -2.33% | -2.77% | -2.71% | -2.70% | -1.35% | |
| Max Decline | -9.61% | -5.08% | -4.51% | -12.94% | -13.33% | -10.27% | -12.15% | -7.76% | -9.26% | -10.82% | -4.76% | |
| Avg Days to Max Decline | 8 | 9 | 7 | 11 | 9 | 10 | 4 | 9 | 5 | 8 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
