MRCI Online
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| ScenarioSM Study for September Crude Oil(NYM) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 36 | 37 | 37 | 39 | 39 | 39 | 40 | 40 | 40 | 40 | |
| Closed Higher | 16 | 16 | 17 | 19 | 21 | 23 | 27 | 26 | 19 | 21 | 25 | |
| Exceeded High | 14 | 9 | 15 | 19 | 20 | 21 | 25 | 22 | 16 | 19 | 20 | |
| Scenario Percentage | 88% | 56% | 88% | 100% | 95% | 91% | 93% | 85% | 84% | 90% | 80% | |
| Avg Max Increase | 7.28% | 9.28% | 10.65% | 10.69% | 12.27% | 11.22% | 10.15% | 9.54% | 10.95% | 9.07% | 8.42% | |
| Max Increase | 21.09% | 14.18% | 17.87% | 27.14% | 36.48% | 29.21% | 23.85% | 29.55% | 18.59% | 16.41% | 41.37% | |
| Avg Days To Max Increase | 13 | 25 | 14 | 18 | 16 | 17 | 16 | 15 | 18 | 10 | 11 | |
| Avg Max Decline | -1.09% | -2.42% | -1.73% | -2.10% | -2.97% | -1.97% | -3.10% | -2.73% | -2.69% | -2.38% | -1.04% | |
| 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 | 4 | 13 | 5 | 8 | 8 | 9 | 9 | 10 | 8 | 11 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | 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.
