MRCI Online
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| ScenarioSM Study for April 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 36 | 37 | 38 | 38 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | |
| Closed Higher | 25 | 19 | 20 | 24 | 22 | 19 | 17 | 19 | 20 | 21 | 22 | |
| Exceeded High | 21 | 13 | 18 | 21 | 16 | 17 | 11 | 17 | 20 | 17 | 17 | |
| Scenario Percentage | 84% | 68% | 90% | 88% | 73% | 89% | 65% | 89% | 100% | 81% | 77% | |
| Avg Max Increase | 7.10% | 9.71% | 7.69% | 9.35% | 11.20% | 7.92% | 11.38% | 13.13% | 13.06% | 16.20% | 11.08% | |
| Max Increase | 30.99% | 20.17% | 19.95% | 52.11% | 37.03% | 23.10% | 19.04% | 26.67% | 35.74% | 50.88% | 36.34% | |
| Avg Days To Max Increase | 14 | 14 | 19 | 21 | 14 | 14 | 24 | 15 | 18 | 13 | 11 | |
| Avg Max Decline | -1.35% | -1.05% | -2.03% | -2.48% | -1.84% | -2.32% | -2.57% | -2.49% | -2.90% | -3.71% | -1.39% | |
| Max Decline | -4.76% | -4.14% | -12.26% | -13.02% | -8.69% | -12.12% | -8.10% | -8.69% | -10.65% | -13.62% | -4.72% | |
| Avg Days to Max Decline | 7 | 7 | 9 | 9 | 9 | 5 | 9 | 5 | 10 | 8 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
