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ScenarioSM Study for July Crude Oil(NYM) as of Jan 01, 2010 | |||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 21 | 22 | 24 | 24 | 25 | 25 | 26 | 26 | 26 | 27 | 27 |
Closed Higher | 15 | 13 | 12 | 11 | 10 | 11 | 14 | 15 | 18 | 16 | 15 |
Exceeded High | 14 | 12 | 12 | 8 | 8 | 11 | 13 | 14 | 16 | 15 | 10 |
Scenario Percentage | 93% | 92% | 100% | 73% | 80% | 100% | 93% | 93% | 89% | 94% | 67% |
Avg Max Increase | 8.52% | 10.05% | 6.38% | 9.12% | 13.29% | 10.45% | 12.14% | 12.26% | 10.87% | 10.78% | 9.74% |
Max Increase | 38.98% | 29.27% | 21.25% | 15.58% | 22.63% | 22.30% | 28.77% | 28.56% | 26.09% | 26.92% | 15.13% |
Avg Days To Max Increase | 18 | 15 | 14 | 22 | 14 | 17 | 18 | 17 | 15 | 12 | 14 |
Avg Max Decline | -1.25% | -1.06% | -2.72% | -2.44% | -1.18% | -2.46% | -2.99% | -1.70% | -3.58% | -2.18% | -1.70% |
Max Decline | -7.82% | -5.67% | -12.09% | -8.73% | -3.60% | -8.56% | -11.08% | -5.36% | -11.47% | -7.16% | -4.51% |
Avg Days to Max Decline | 11 | 9 | 3 | 13 | 3 | 11 | 9 | 9 | 10 | 6 | 5 |
2009 Contract Condition | Yes | Yes | |||||||||
Action | Yes | Yes |
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