MRCI Online
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| ScenarioSM Study for September 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 26 | 28 | 29 | 29 | 31 | 31 | 31 | 32 | 32 | 32 | 32 | |
| Closed Higher | 12 | 12 | 13 | 14 | 17 | 18 | 23 | 20 | 15 | 17 | 21 | |
| Exceeded High | 10 | 7 | 11 | 14 | 16 | 17 | 21 | 17 | 12 | 15 | 18 | |
| Scenario Percentage | 83% | 58% | 85% | 100% | 94% | 94% | 91% | 85% | 80% | 88% | 86% | |
| Avg Max Increase | 7.20% | 8.51% | 9.51% | 9.44% | 10.38% | 10.43% | 8.93% | 8.80% | 10.64% | 9.99% | 8.46% | |
| Max Increase | 21.09% | 14.18% | 17.87% | 20.30% | 24.34% | 25.29% | 23.85% | 29.55% | 18.59% | 16.41% | 40.41% | |
| Avg Days To Max Increase | 14 | 23 | 15 | 19 | 17 | 17 | 14 | 15 | 20 | 9 | 10 | |
| Avg Max Decline | -1.13% | -2.95% | -1.99% | -2.36% | -2.81% | -1.16% | -3.03% | -2.24% | -2.92% | -2.35% | -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 | 6 | 10 | 9 | 10 | 10 | 7 | 9 | 12 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
