MRCI Online
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| ScenarioSM Study for May Crude Oil(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 32 | 33 | 34 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 15 | 16 | 20 | 20 | 17 | 15 | 16 | 16 | 18 | 21 | 23 | |
| Exceeded High | 12 | 14 | 18 | 16 | 15 | 10 | 14 | 16 | 17 | 18 | 18 | |
| Scenario Percentage | 80% | 88% | 90% | 80% | 88% | 67% | 88% | 100% | 94% | 86% | 78% | |
| Avg Max Increase | 8.90% | 8.38% | 9.20% | 9.81% | 7.36% | 10.32% | 12.60% | 10.24% | 11.99% | 12.78% | 7.77% | |
| Max Increase | 19.67% | 19.00% | 47.75% | 33.91% | 22.30% | 17.51% | 24.18% | 27.19% | 32.58% | 38.62% | 19.70% | |
| Avg Days To Max Increase | 19 | 20 | 21 | 15 | 15 | 24 | 15 | 17 | 16 | 13 | 13 | |
| Avg Max Decline | -1.37% | -1.66% | -1.34% | -1.64% | -2.55% | -2.86% | -2.19% | -2.89% | -3.83% | -2.76% | -1.84% | |
| Max Decline | -7.04% | -11.71% | -8.10% | -7.53% | -11.42% | -9.01% | -8.59% | -10.12% | -12.77% | -15.55% | -6.88% | |
| Avg Days to Max Decline | 7 | 6 | 9 | 6 | 5 | 10 | 5 | 10 | 10 | 8 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | 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.
