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ScenarioSM Study for September Crude Oil(NYM) as of Jan 01, 2019 | ||||||||||||
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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 | 30 | 32 | 33 | 33 | 35 | 35 | 35 | 36 | 36 | 36 | 36 | |
Closed Higher | 14 | 14 | 15 | 16 | 18 | 20 | 25 | 23 | 16 | 18 | 22 | |
Exceeded High | 12 | 8 | 13 | 16 | 17 | 18 | 23 | 20 | 13 | 16 | 19 | |
Scenario Percentage | 86% | 57% | 87% | 100% | 94% | 90% | 92% | 87% | 81% | 89% | 86% | |
Avg Max Increase | 7.30% | 8.74% | 9.90% | 8.91% | 9.99% | 10.24% | 9.69% | 8.62% | 10.26% | 9.50% | 8.29% | |
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 | 24 | 15 | 18 | 17 | 18 | 15 | 14 | 19 | 10 | 11 | |
Avg Max Decline | -1.22% | -2.70% | -1.85% | -2.21% | -3.23% | -1.88% | -3.27% | -2.64% | -2.89% | -2.42% | -0.94% | |
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 | 14 | 6 | 9 | 9 | 10 | 10 | 9 | 9 | 11 | 1 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | 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.