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ScenarioSM Study for June Crude Oil(NYM) as of Jan 01, 2009 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 20 | 22 | 24 | 24 | 24 | 24 | 25 | 25 | 25 | 25 | 26 | |
Closed Higher | 10 | 15 | 15 | 13 | 11 | 10 | 11 | 15 | 15 | 17 | 16 | |
Exceeded High | 10 | 13 | 12 | 12 | 8 | 8 | 11 | 14 | 13 | 16 | 11 | |
Scenario Percentage | 100% | 87% | 80% | 92% | 73% | 80% | 100% | 93% | 87% | 94% | 69% | |
Avg Max Increase | 8.02% | 9.72% | 11.22% | 7.07% | 9.59% | 14.22% | 10.90% | 12.26% | 13.71% | 11.11% | 8.62% | |
Max Increase | 19.13% | 43.12% | 30.49% | 22.29% | 16.58% | 23.16% | 24.05% | 31.02% | 29.08% | 24.43% | 28.94% | |
Avg Days To Max Increase | 21 | 22 | 17 | 14 | 24 | 14 | 17 | 17 | 17 | 13 | 12 | |
Avg Max Decline | -1.07% | -1.71% | -1.79% | -2.57% | -2.82% | -1.27% | -2.65% | -3.02% | -1.75% | -3.10% | -1.48% | |
Max Decline | -3.93% | -8.47% | -6.96% | -11.29% | -8.76% | -3.32% | -9.65% | -11.76% | -5.86% | -10.69% | -6.38% | |
Avg Days to Max Decline | 8 | 12 | 9 | 3 | 11 | 3 | 10 | 8 | 7 | 6 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | 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.