MRCI Online
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| ScenarioSM Study for July Crude Oil(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 32 | 34 | 34 | 35 | 35 | 36 | 36 | 36 | 37 | 37 | |
| Closed Higher | 20 | 18 | 16 | 15 | 16 | 16 | 19 | 22 | 24 | 23 | 17 | |
| Exceeded High | 19 | 15 | 16 | 10 | 14 | 16 | 18 | 20 | 22 | 21 | 12 | |
| Scenario Percentage | 95% | 83% | 100% | 67% | 88% | 100% | 95% | 91% | 92% | 91% | 71% | |
| Avg Max Increase | 7.76% | 9.85% | 6.57% | 9.36% | 11.56% | 9.31% | 10.95% | 11.30% | 10.64% | 8.81% | 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 | 13 | 12 | 21 | 15 | 17 | 17 | 18 | 14 | 10 | 12 | |
| Avg Max Decline | -1.16% | -1.33% | -2.39% | -2.36% | -2.11% | -2.46% | -3.44% | -2.54% | -3.32% | -2.24% | -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 | 10 | 8 | 4 | 10 | 5 | 9 | 9 | 9 | 9 | 5 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
