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ScenarioSM Study for November Crude Oil(NYM) as of Jan 21, 2022 | ||||||||||||
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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 | 34 | 34 | 37 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 16 | 17 | 18 | 23 | 26 | 26 | 19 | 20 | 25 | 21 | 21 | |
Exceeded High | 14 | 17 | 15 | 20 | 24 | 22 | 15 | 18 | 23 | 17 | 17 | |
Scenario Percentage | 88% | 100% | 83% | 87% | 92% | 85% | 79% | 90% | 92% | 81% | 81% | |
Avg Max Increase | 9.35% | 9.07% | 11.44% | 9.99% | 9.01% | 8.00% | 10.43% | 9.64% | 12.45% | 11.50% | 5.82% | |
Max Increase | 14.39% | 25.02% | 26.51% | 22.99% | 21.11% | 30.62% | 19.30% | 21.00% | 85.48% | 52.07% | 11.78% | |
Avg Days To Max Increase | 14 | 19 | 17 | 21 | 17 | 14 | 17 | 15 | 19 | 13 | 12 | |
Avg Max Decline | -1.62% | -1.82% | -2.07% | -2.02% | -2.87% | -2.20% | -1.95% | -2.53% | -2.97% | -3.77% | -2.50% | |
Max Decline | -7.78% | -7.26% | -9.78% | -13.57% | -10.64% | -6.56% | -7.56% | -14.99% | -15.09% | -14.66% | -14.33% | |
Avg Days to Max Decline | 5 | 8 | 7 | 11 | 9 | 10 | 6 | 8 | 8 | 9 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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