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ScenarioSM Study for July Crude Oil(NYM) as of Jan 01, 2015 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 26 | 27 | 29 | 29 | 30 | 30 | 31 | 31 | 31 | 32 | 32 | |
Closed Higher | 19 | 15 | 13 | 13 | 14 | 14 | 17 | 19 | 21 | 19 | 16 | |
Exceeded High | 18 | 13 | 13 | 9 | 12 | 14 | 16 | 18 | 19 | 18 | 11 | |
Scenario Percentage | 95% | 87% | 100% | 69% | 86% | 100% | 94% | 95% | 90% | 95% | 69% | |
Avg Max Increase | 7.94% | 9.48% | 6.42% | 9.22% | 11.42% | 9.85% | 11.38% | 11.25% | 9.87% | 9.06% | 8.86% | |
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 | 17 | 15 | 13 | 20 | 16 | 17 | 16 | 17 | 13 | 10 | 12 | |
Avg Max Decline | -0.91% | -1.08% | -2.63% | -2.53% | -2.25% | -2.63% | -3.03% | -1.76% | -3.20% | -2.00% | -1.58% | |
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 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.