MRCI Online
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| ScenarioSM Study for June Crude Oil(NYM) as of Sep 16, 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 | 34 | 36 | 38 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | 40 | |
| Closed Higher | 20 | 23 | 21 | 18 | 17 | 18 | 19 | 22 | 24 | 25 | 25 | |
| Exceeded High | 19 | 21 | 15 | 17 | 11 | 16 | 19 | 21 | 21 | 23 | 18 | |
| Scenario Percentage | 95% | 91% | 71% | 94% | 65% | 89% | 100% | 95% | 88% | 92% | 72% | |
| Avg Max Increase | 7.32% | 8.37% | 10.86% | 7.30% | 10.28% | 12.76% | 11.74% | 13.69% | 13.30% | 10.97% | 7.21% | |
| Max Increase | 19.13% | 43.12% | 30.49% | 22.29% | 16.58% | 23.16% | 30.95% | 45.35% | 33.96% | 24.43% | 28.94% | |
| Avg Days To Max Increase | 18 | 21 | 15 | 13 | 24 | 15 | 17 | 16 | 16 | 13 | 12 | |
| Avg Max Decline | -2.14% | -2.71% | -1.98% | -2.24% | -2.56% | -2.19% | -2.54% | -3.30% | -2.57% | -3.23% | -2.10% | |
| Max Decline | -12.23% | -12.62% | -6.96% | -11.29% | -8.76% | -8.80% | -9.65% | -11.76% | -14.69% | -10.69% | -6.38% | |
| Avg Days to Max Decline | 8 | 10 | 8 | 4 | 8 | 5 | 9 | 8 | 7 | 6 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Not Yet | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
