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ScenarioSM Study for September Crude Oil(NYM) as of Jan 01, 2013 | ||||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 24 | 26 | 27 | 27 | 29 | 29 | 29 | 30 | 30 | 30 | 30 | |
Closed Higher | 12 | 12 | 12 | 12 | 16 | 17 | 21 | 20 | 14 | 15 | 20 | |
Exceeded High | 10 | 7 | 10 | 12 | 15 | 16 | 19 | 17 | 11 | 14 | 18 | |
Scenario Percentage | 83% | 58% | 83% | 100% | 94% | 94% | 90% | 85% | 79% | 93% | 90% | |
Avg Max Increase | 7.20% | 8.51% | 9.70% | 10.14% | 11.00% | 10.89% | 9.60% | 8.80% | 11.11% | 9.88% | 8.72% | |
Max Increase | 21.09% | 14.18% | 17.87% | 20.30% | 24.34% | 25.29% | 23.85% | 29.55% | 18.59% | 16.41% | 41.37% | |
Avg Days To Max Increase | 14 | 23 | 14 | 19 | 17 | 17 | 14 | 15 | 20 | 9 | 11 | |
Avg Max Decline | -1.13% | -2.95% | -1.85% | -2.21% | -2.88% | -1.01% | -3.16% | -2.24% | -3.10% | -2.49% | -0.79% | |
Max Decline | -5.19% | -9.17% | -7.94% | -8.33% | -10.21% | -4.50% | -11.27% | -8.44% | -9.48% | -12.43% | -3.77% | |
Avg Days to Max Decline | 5 | 16 | 5 | 11 | 9 | 9 | 11 | 7 | 10 | 12 | 1 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Yes |
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