|
ScenarioSM Study for May Crude Oil(NYM) as of Sep 16, 2022 | ||||||||||||
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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 | 35 | 36 | 37 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 18 | 20 | 23 | 22 | 19 | 17 | 18 | 19 | 21 | 24 | 25 | |
Exceeded High | 14 | 18 | 20 | 17 | 17 | 11 | 16 | 19 | 20 | 21 | 19 | |
Scenario Percentage | 78% | 90% | 87% | 77% | 89% | 65% | 89% | 100% | 95% | 88% | 76% | |
Avg Max Increase | 9.44% | 7.76% | 8.99% | 9.95% | 7.36% | 10.75% | 13.25% | 12.36% | 14.75% | 13.74% | 7.77% | |
Max Increase | 19.67% | 19.00% | 47.75% | 33.91% | 22.30% | 17.51% | 24.18% | 33.13% | 48.65% | 38.62% | 19.70% | |
Avg Days To Max Increase | 18 | 20 | 21 | 14 | 14 | 24 | 14 | 17 | 16 | 12 | 12 | |
Avg Max Decline | -1.42% | -1.91% | -1.90% | -1.72% | -2.31% | -2.61% | -2.08% | -2.75% | -3.59% | -2.77% | -1.74% | |
Max Decline | -7.04% | -11.71% | -12.77% | -7.53% | -11.42% | -9.01% | -8.59% | -10.12% | -12.77% | -15.55% | -6.88% | |
Avg Days to Max Decline | 7 | 8 | 10 | 6 | 5 | 9 | 5 | 9 | 9 | 7 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes | Not Yet |
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