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ScenarioSM Study for April Crude Oil(NYM) as of Jan 01, 2009 | ||||||||||||
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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 | Feb |
Tested Years | 22 | 23 | 24 | 24 | 24 | 24 | 24 | 25 | 25 | 25 | 25 | |
Closed Higher | 15 | 12 | 11 | 16 | 16 | 14 | 11 | 11 | 12 | 15 | 13 | |
Exceeded High | 13 | 7 | 11 | 13 | 13 | 12 | 8 | 9 | 12 | 13 | 10 | |
Scenario Percentage | 87% | 58% | 100% | 81% | 81% | 86% | 73% | 82% | 100% | 87% | 77% | |
Avg Max Increase | 5.51% | 9.06% | 8.47% | 11.30% | 11.64% | 7.81% | 11.03% | 14.72% | 12.68% | 13.03% | 10.80% | |
Max Increase | 13.72% | 20.17% | 19.95% | 52.11% | 37.03% | 23.10% | 19.04% | 26.67% | 35.74% | 27.99% | 27.73% | |
Avg Days To Max Increase | 14 | 18 | 20 | 23 | 16 | 14 | 24 | 15 | 17 | 14 | 13 | |
Avg Max Decline | -1.42% | -0.95% | -0.93% | -1.46% | -1.59% | -2.68% | -2.94% | -1.83% | -2.90% | -3.69% | -1.26% | |
Max Decline | -4.57% | -4.14% | -4.03% | -8.61% | -8.69% | -12.12% | -8.10% | -7.02% | -10.65% | -13.62% | -3.63% | |
Avg Days to Max Decline | 8 | 9 | 8 | 11 | 9 | 4 | 13 | 3 | 10 | 8 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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