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ScenarioSM Study for November Crude Oil(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 30 | 30 | 33 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 13 | 14 | 15 | 21 | 24 | 23 | 17 | 16 | 22 | 19 | 19 | |
Exceeded High | 11 | 14 | 12 | 18 | 22 | 20 | 13 | 15 | 20 | 16 | 15 | |
Scenario Percentage | 85% | 100% | 80% | 86% | 92% | 87% | 76% | 94% | 91% | 84% | 79% | |
Avg Max Increase | 8.08% | 8.30% | 10.90% | 9.99% | 8.83% | 7.61% | 9.67% | 10.27% | 13.19% | 11.54% | 5.47% | |
Max Increase | 14.39% | 19.47% | 24.33% | 22.99% | 21.11% | 30.62% | 19.30% | 21.00% | 85.48% | 52.07% | 11.46% | |
Avg Days To Max Increase | 14 | 19 | 17 | 20 | 16 | 13 | 18 | 15 | 18 | 14 | 12 | |
Avg Max Decline | -1.78% | -1.93% | -1.61% | -1.86% | -2.99% | -2.21% | -2.03% | -2.64% | -1.89% | -3.77% | -2.73% | |
Max Decline | -7.78% | -7.26% | -4.05% | -13.57% | -10.64% | -6.56% | -7.56% | -14.99% | -10.88% | -14.66% | -14.33% | |
Avg Days to Max Decline | 5 | 9 | 7 | 10 | 10 | 10 | 6 | 8 | 8 | 10 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | Yes | Not Yet |
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