MRCI Online
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| ScenarioSM Study for October Crude Oil(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 35 | 36 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 11 | 16 | 18 | 19 | 22 | 26 | 25 | 19 | 20 | 25 | 21 | |
| Exceeded High | 7 | 14 | 18 | 17 | 20 | 24 | 21 | 14 | 17 | 22 | 12 | |
| Scenario Percentage | 64% | 88% | 100% | 89% | 91% | 92% | 84% | 74% | 85% | 88% | 57% | |
| Avg Max Increase | 8.75% | 9.68% | 9.62% | 10.52% | 9.88% | 9.26% | 8.61% | 11.28% | 10.19% | 11.64% | 9.19% | |
| Max Increase | 13.15% | 15.18% | 26.12% | 27.47% | 23.22% | 22.54% | 30.51% | 19.08% | 21.40% | 64.94% | 28.11% | |
| Avg Days To Max Increase | 23 | 14 | 17 | 15 | 18 | 17 | 15 | 17 | 15 | 15 | 15 | |
| Avg Max Decline | -1.10% | -1.80% | -1.69% | -2.16% | -1.98% | -3.03% | -2.28% | -2.22% | -2.00% | -2.46% | -1.09% | |
| Max Decline | -1.88% | -8.05% | -7.95% | -10.00% | -13.93% | -10.86% | -7.80% | -8.52% | -10.10% | -13.87% | -4.69% | |
| Avg Days to Max Decline | 5 | 6 | 9 | 7 | 9 | 10 | 8 | 7 | 7 | 6 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
