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ScenarioSM Study for May 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 26 | 27 | 28 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | 30 | |
Closed Higher | 13 | 13 | 18 | 17 | 15 | 13 | 14 | 13 | 17 | 18 | 21 | |
Exceeded High | 10 | 13 | 16 | 15 | 13 | 9 | 12 | 13 | 16 | 16 | 17 | |
Scenario Percentage | 77% | 100% | 89% | 88% | 87% | 69% | 86% | 100% | 94% | 89% | 81% | |
Avg Max Increase | 9.74% | 8.14% | 9.70% | 9.64% | 7.13% | 10.28% | 12.59% | 11.30% | 12.52% | 14.57% | 8.82% | |
Max Increase | 19.67% | 19.00% | 47.75% | 33.91% | 22.30% | 17.51% | 24.18% | 27.19% | 32.58% | 43.26% | 25.31% | |
Avg Days To Max Increase | 20 | 20 | 20 | 15 | 14 | 23 | 15 | 17 | 15 | 13 | 14 | |
Avg Max Decline | -1.39% | -1.84% | -1.02% | -1.54% | -2.62% | -3.09% | -2.32% | -2.81% | -3.41% | -1.83% | -1.95% | |
Max Decline | -7.04% | -11.71% | -8.10% | -7.53% | -11.42% | -9.01% | -8.59% | -10.12% | -12.77% | -6.76% | -6.88% | |
Avg Days to Max Decline | 8 | 7 | 9 | 7 | 5 | 11 | 5 | 11 | 10 | 7 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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