MRCI Online
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| ScenarioSM Study for June Crude Oil(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 35 | 37 | 37 | 37 | 37 | 38 | 38 | 38 | 38 | 39 | |
| Closed Higher | 19 | 22 | 21 | 17 | 16 | 18 | 18 | 21 | 23 | 24 | 24 | |
| Exceeded High | 18 | 20 | 15 | 16 | 11 | 16 | 18 | 20 | 20 | 23 | 17 | |
| Scenario Percentage | 95% | 91% | 71% | 94% | 69% | 89% | 100% | 95% | 87% | 96% | 71% | |
| Avg Max Increase | 7.57% | 8.43% | 10.86% | 7.17% | 10.28% | 12.76% | 10.67% | 12.11% | 12.27% | 10.97% | 7.03% | |
| Max Increase | 19.13% | 43.12% | 30.49% | 22.29% | 16.58% | 23.16% | 29.73% | 31.02% | 29.08% | 24.43% | 28.94% | |
| Avg Days To Max Increase | 19 | 20 | 15 | 12 | 24 | 15 | 17 | 16 | 17 | 13 | 11 | |
| Avg Max Decline | -2.16% | -2.22% | -1.98% | -2.32% | -2.56% | -2.19% | -2.62% | -3.37% | -2.68% | -3.23% | -1.86% | |
| Max Decline | -12.23% | -12.48% | -6.96% | -11.29% | -8.76% | -8.80% | -9.65% | -11.76% | -14.69% | -10.69% | -6.38% | |
| Avg Days to Max Decline | 8 | 9 | 8 | 4 | 8 | 5 | 9 | 8 | 8 | 6 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | 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.
