MRCI Online
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| ScenarioSM Study for July Crude Oil(NYM) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 35 | 37 | 37 | 38 | 38 | 39 | 39 | 39 | 40 | 40 | |
| Closed Higher | 23 | 19 | 17 | 17 | 18 | 19 | 21 | 24 | 25 | 25 | 20 | |
| Exceeded High | 21 | 15 | 17 | 11 | 16 | 19 | 20 | 22 | 23 | 23 | 15 | |
| Scenario Percentage | 91% | 79% | 100% | 65% | 89% | 100% | 95% | 92% | 92% | 92% | 75% | |
| Avg Max Increase | 7.68% | 9.85% | 6.73% | 9.84% | 12.20% | 11.25% | 13.38% | 12.18% | 11.21% | 9.63% | 9.23% | |
| Max Increase | 38.98% | 29.27% | 21.25% | 15.58% | 22.63% | 29.12% | 40.79% | 31.23% | 26.09% | 26.92% | 15.13% | |
| Avg Days To Max Increase | 18 | 13 | 12 | 22 | 15 | 17 | 16 | 17 | 15 | 11 | 14 | |
| Avg Max Decline | -1.69% | -1.33% | -2.30% | -2.15% | -1.99% | -2.34% | -3.23% | -2.46% | -3.39% | -2.43% | -1.81% | |
| Max Decline | -12.27% | -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 | 9 | 5 | 8 | 8 | 9 | 9 | 6 | 4 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | No | 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.
