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ScenarioSM Study for April Crude Oil(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | 31 | 32 | 33 | 33 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | |
Closed Higher | 22 | 16 | 16 | 20 | 20 | 16 | 14 | 16 | 16 | 17 | 19 | |
Exceeded High | 19 | 11 | 14 | 17 | 15 | 14 | 9 | 14 | 16 | 14 | 14 | |
Scenario Percentage | 86% | 69% | 88% | 85% | 75% | 88% | 64% | 88% | 100% | 82% | 74% | |
Avg Max Increase | 6.63% | 9.09% | 8.29% | 10.19% | 11.15% | 7.68% | 11.03% | 12.20% | 11.10% | 13.06% | 9.75% | |
Max Increase | 30.99% | 20.17% | 19.95% | 52.11% | 37.03% | 23.10% | 19.04% | 26.67% | 35.74% | 27.99% | 32.71% | |
Avg Days To Max Increase | 13 | 15 | 19 | 20 | 15 | 14 | 23 | 15 | 18 | 13 | 11 | |
Avg Max Decline | -1.32% | -0.95% | -1.78% | -1.10% | -1.74% | -2.47% | -3.03% | -2.67% | -3.20% | -3.98% | -1.06% | |
Max Decline | -4.76% | -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 | 7 | 8 | 9 | 9 | 5 | 11 | 5 | 11 | 8 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | 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.