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ScenarioSM Study for April Crude Oil(NYM) as of Jan 01, 2014 | ||||||||||||
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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 | 27 | 28 | 29 | 29 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | |
Closed Higher | 19 | 14 | 13 | 19 | 17 | 15 | 13 | 15 | 14 | 17 | 16 | |
Exceeded High | 16 | 9 | 13 | 16 | 14 | 13 | 9 | 13 | 14 | 14 | 13 | |
Scenario Percentage | 84% | 64% | 100% | 84% | 82% | 87% | 69% | 87% | 100% | 82% | 81% | |
Avg Max Increase | 6.52% | 9.99% | 7.97% | 10.45% | 11.04% | 7.79% | 11.03% | 12.40% | 12.13% | 13.06% | 9.73% | |
Max Increase | 30.99% | 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 | 13 | 17 | 19 | 20 | 16 | 14 | 23 | 16 | 18 | 13 | 12 | |
Avg Max Decline | -1.15% | -0.87% | -1.88% | -1.06% | -1.62% | -2.60% | -3.03% | -2.83% | -2.96% | -3.98% | -1.17% | |
Max Decline | -4.57% | -4.14% | -12.26% | -8.61% | -8.69% | -12.12% | -8.10% | -8.69% | -10.65% | -13.62% | -3.63% | |
Avg Days to Max Decline | 7 | 8 | 9 | 9 | 8 | 5 | 11 | 5 | 12 | 8 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.