MRCI Online
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| ScenarioSM Study for August Crude Oil(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 25 | 27 | 29 | 30 | 30 | 30 | 31 | 31 | 32 | 32 | 32 | |
| Closed Higher | 14 | 12 | 13 | 14 | 14 | 16 | 19 | 23 | 19 | 16 | 17 | |
| Exceeded High | 13 | 10 | 8 | 12 | 13 | 14 | 18 | 20 | 17 | 13 | 13 | |
| Scenario Percentage | 93% | 83% | 62% | 86% | 93% | 88% | 95% | 87% | 89% | 81% | 76% | |
| Avg Max Increase | 8.99% | 7.41% | 10.06% | 10.90% | 10.03% | 11.95% | 10.76% | 9.81% | 9.15% | 10.74% | 7.16% | |
| Max Increase | 28.65% | 20.96% | 14.74% | 22.27% | 21.37% | 26.54% | 27.22% | 24.96% | 28.31% | 18.91% | 13.21% | |
| Avg Days To Max Increase | 16 | 15 | 24 | 16 | 19 | 16 | 18 | 14 | 14 | 16 | 14 | |
| Avg Max Decline | -1.15% | -1.49% | -2.98% | -2.10% | -2.14% | -3.10% | -1.46% | -3.27% | -2.54% | -3.23% | -1.17% | |
| Max Decline | -4.92% | -7.41% | -9.42% | -8.41% | -9.24% | -10.57% | -5.16% | -11.02% | -9.71% | -10.55% | -4.21% | |
| Avg Days to Max Decline | 10 | 6 | 17 | 5 | 9 | 9 | 10 | 9 | 7 | 9 | 4 | |
| 2014 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.
