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ScenarioSM Study for July Crude Oil(NYM) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 29 | 30 | 32 | 32 | 33 | 33 | 34 | 34 | 34 | 35 | 35 | |
Closed Higher | 19 | 17 | 14 | 14 | 15 | 15 | 17 | 21 | 22 | 21 | 17 | |
Exceeded High | 18 | 14 | 14 | 9 | 13 | 15 | 16 | 19 | 20 | 20 | 12 | |
Scenario Percentage | 95% | 82% | 100% | 64% | 87% | 100% | 94% | 90% | 91% | 95% | 71% | |
Avg Max Increase | 7.94% | 9.67% | 6.37% | 9.22% | 11.30% | 9.35% | 11.38% | 11.18% | 10.55% | 8.92% | 8.56% | |
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 | 14 | 13 | 20 | 15 | 16 | 16 | 18 | 13 | 10 | 12 | |
Avg Max Decline | -0.91% | -1.22% | -2.49% | -2.53% | -2.13% | -2.60% | -3.03% | -2.43% | -3.43% | -2.22% | -1.67% | |
Max Decline | -7.82% | -5.67% | -12.09% | -8.73% | -8.47% | -8.56% | -11.08% | -14.39% | -11.47% | -7.16% | -4.51% | |
Avg Days to Max Decline | 9 | 8 | 4 | 11 | 5 | 10 | 8 | 9 | 10 | 5 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | No |
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