MRCI Online
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| ScenarioSM Study for October Crude Oil(NYM) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 35 | 38 | 39 | 41 | 41 | 41 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 13 | 17 | 19 | 21 | 24 | 28 | 27 | 20 | 22 | 26 | 22 | |
| Exceeded High | 8 | 14 | 19 | 19 | 22 | 26 | 22 | 15 | 19 | 23 | 13 | |
| Scenario Percentage | 62% | 82% | 100% | 90% | 92% | 93% | 81% | 75% | 86% | 88% | 59% | |
| Avg Max Increase | 8.51% | 9.68% | 10.49% | 11.61% | 10.77% | 9.55% | 9.10% | 11.12% | 10.31% | 11.39% | 8.78% | |
| Max Increase | 13.15% | 15.18% | 26.15% | 34.22% | 27.44% | 22.54% | 30.51% | 19.08% | 21.40% | 59.28% | 23.72% | |
| Avg Days To Max Increase | 21 | 14 | 17 | 15 | 17 | 17 | 15 | 17 | 14 | 13 | 13 | |
| Avg Max Decline | -0.99% | -1.80% | -1.61% | -2.25% | -1.84% | -2.88% | -2.35% | -2.20% | -1.87% | -2.30% | -0.81% | |
| 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 | 4 | 6 | 8 | 6 | 9 | 9 | 9 | 6 | 7 | 5 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
