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ScenarioSM Study for October Crude Oil(NYM) as of Jan 01, 2014 | ||||||||||||
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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 | 24 | 27 | 28 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | |
Closed Higher | 8 | 12 | 13 | 16 | 17 | 22 | 20 | 15 | 15 | 21 | 17 | |
Exceeded High | 5 | 10 | 13 | 14 | 16 | 20 | 17 | 10 | 14 | 19 | 11 | |
Scenario Percentage | 63% | 83% | 100% | 88% | 94% | 91% | 85% | 67% | 93% | 90% | 65% | |
Avg Max Increase | 7.58% | 8.21% | 9.77% | 9.79% | 10.46% | 8.73% | 8.34% | 11.49% | 10.99% | 12.11% | 9.05% | |
Max Increase | 11.14% | 15.18% | 19.73% | 23.95% | 23.22% | 22.54% | 30.51% | 19.08% | 21.40% | 59.28% | 23.72% | |
Avg Days To Max Increase | 20 | 15 | 17 | 14 | 18 | 15 | 15 | 19 | 16 | 13 | 12 | |
Avg Max Decline | -1.35% | -2.09% | -1.45% | -1.75% | -0.96% | -2.96% | -2.11% | -2.46% | -1.98% | -1.54% | -0.56% | |
Max Decline | -1.88% | -8.05% | -7.95% | -4.34% | -5.04% | -10.86% | -7.80% | -8.52% | -10.10% | -11.56% | -4.69% | |
Avg Days to Max Decline | 6 | 6 | 10 | 7 | 9 | 11 | 9 | 8 | 8 | 4 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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