MRCI Online
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| ScenarioSM Study for April Crude Oil(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 35 | 36 | 36 | 36 | 36 | 36 | 37 | 37 | 37 | 37 | |
| Closed Higher | 24 | 17 | 18 | 22 | 21 | 18 | 16 | 18 | 18 | 19 | 20 | |
| Exceeded High | 20 | 11 | 16 | 19 | 16 | 16 | 11 | 16 | 18 | 15 | 15 | |
| Scenario Percentage | 83% | 65% | 89% | 86% | 76% | 89% | 69% | 89% | 100% | 79% | 75% | |
| Avg Max Increase | 6.68% | 9.09% | 7.66% | 9.58% | 11.20% | 7.80% | 11.38% | 12.84% | 10.84% | 12.87% | 8.88% | |
| 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 | 15 | 19 | 20 | 14 | 14 | 24 | 15 | 17 | 14 | 12 | |
| Avg Max Decline | -1.36% | -0.95% | -2.15% | -1.99% | -1.84% | -2.42% | -2.57% | -2.47% | -3.02% | -4.01% | -1.31% | |
| Max Decline | -4.76% | -4.14% | -12.26% | -12.93% | -8.69% | -12.12% | -8.10% | -8.69% | -10.65% | -13.62% | -4.72% | |
| Avg Days to Max Decline | 6 | 7 | 10 | 9 | 9 | 5 | 9 | 5 | 11 | 9 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
