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ScenarioSM Study for October Crude Oil(NYM) as of Jan 01, 2009 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 19 | 22 | 23 | 25 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | |
Closed Higher | 6 | 8 | 11 | 13 | 14 | 18 | 17 | 14 | 13 | 18 | 15 | |
Exceeded High | 4 | 6 | 11 | 11 | 13 | 16 | 15 | 9 | 13 | 16 | 10 | |
Scenario Percentage | 67% | 75% | 100% | 85% | 93% | 89% | 88% | 64% | 100% | 89% | 67% | |
Avg Max Increase | 7.20% | 8.79% | 9.93% | 10.44% | 10.72% | 8.50% | 9.28% | 11.61% | 10.52% | 13.30% | 10.34% | |
Max Increase | 11.14% | 15.18% | 19.73% | 23.95% | 23.22% | 20.61% | 30.51% | 19.08% | 21.40% | 64.94% | 28.11% | |
Avg Days To Max Increase | 22 | 12 | 17 | 16 | 18 | 17 | 17 | 20 | 15 | 13 | 14 | |
Avg Max Decline | -1.38% | -0.79% | -1.44% | -1.53% | -0.97% | -3.23% | -2.22% | -2.68% | -2.10% | -1.60% | -0.64% | |
Max Decline | -1.88% | -4.39% | -7.95% | -4.34% | -5.04% | -10.86% | -7.80% | -8.52% | -10.10% | -11.56% | -4.69% | |
Avg Days to Max Decline | 8 | 3 | 11 | 7 | 10 | 11 | 9 | 8 | 8 | 4 | 3 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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