|
ScenarioSM Study for September Crude Oil(NYM) as of Dec 30, 2016 | ||||||||||||
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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 | 28 | 30 | 31 | 31 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | |
Closed Higher | 12 | 13 | 13 | 14 | 17 | 19 | 24 | 22 | 16 | 17 | 21 | |
Exceeded High | 10 | 7 | 11 | 14 | 16 | 18 | 22 | 19 | 13 | 15 | 18 | |
Scenario Percentage | 83% | 54% | 85% | 100% | 94% | 95% | 92% | 86% | 81% | 88% | 86% | |
Avg Max Increase | 7.20% | 8.51% | 9.51% | 9.44% | 10.38% | 10.24% | 9.50% | 8.68% | 10.26% | 10.14% | 8.88% | |
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 | 15 | 19 | 17 | 18 | 15 | 14 | 19 | 10 | 12 | |
Avg Max Decline | -1.13% | -2.95% | -1.99% | -2.36% | -2.81% | -1.88% | -3.24% | -2.42% | -2.89% | -2.35% | -0.86% | |
Max Decline | -5.19% | -9.17% | -7.94% | -8.33% | -10.21% | -14.19% | -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 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | Yes | Yes |
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