MRCI Online
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| ScenarioSM Study for July Crude Oil(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 25 | 26 | 28 | 28 | 29 | 29 | 30 | 30 | 30 | 31 | 31 | |
| Closed Higher | 18 | 14 | 13 | 13 | 14 | 13 | 17 | 18 | 21 | 19 | 15 | |
| Exceeded High | 17 | 13 | 13 | 9 | 12 | 13 | 16 | 17 | 19 | 18 | 10 | |
| Scenario Percentage | 94% | 93% | 100% | 69% | 86% | 100% | 94% | 94% | 90% | 95% | 67% | |
| Avg Max Increase | 8.13% | 9.48% | 6.42% | 9.22% | 11.42% | 10.26% | 11.38% | 11.73% | 9.87% | 9.06% | 9.26% | |
| Max Increase | 38.98% | 29.27% | 21.25% | 15.58% | 22.63% | 22.30% | 28.77% | 28.56% | 26.09% | 26.92% | 14.79% | |
| Avg Days To Max Increase | 16 | 15 | 13 | 20 | 16 | 17 | 16 | 17 | 13 | 10 | 12 | |
| Avg Max Decline | -0.90% | -1.08% | -2.63% | -2.53% | -2.25% | -2.35% | -3.03% | -1.62% | -3.20% | -2.00% | -1.62% | |
| Max Decline | -7.82% | -5.67% | -12.09% | -8.73% | -8.47% | -8.56% | -11.08% | -5.36% | -11.47% | -7.16% | -4.51% | |
| Avg Days to Max Decline | 9 | 9 | 5 | 11 | 5 | 10 | 8 | 9 | 10 | 5 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
