|
ScenarioSM Study for December Crude Oil(NYM) as of Jan 01, 2008 | |||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 22 | 23 | 24 | 24 | 25 | 25 | 25 | 25 | 25 | 25 | 25 |
Closed Higher | 10 | 12 | 14 | 19 | 17 | 13 | 12 | 17 | 15 | 16 | 12 |
Exceeded High | 9 | 10 | 13 | 16 | 15 | 7 | 12 | 15 | 12 | 14 | 4 |
Scenario Percentage | 90% | 83% | 93% | 84% | 88% | 54% | 100% | 88% | 80% | 88% | 33% |
Avg Max Increase | 10.44% | 10.98% | 10.06% | 8.77% | 6.77% | 11.52% | 10.17% | 14.07% | 13.70% | 7.15% | 3.29% |
Max Increase | 19.00% | 24.64% | 21.78% | 19.26% | 19.34% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 4.33% |
Avg Days To Max Increase | 17 | 14 | 16 | 17 | 16 | 21 | 17 | 20 | 17 | 11 | 9 |
Avg Max Decline | -1.24% | -1.62% | -0.76% | -3.00% | -2.36% | -1.69% | -1.68% | -1.61% | -2.40% | -3.98% | -1.12% |
Max Decline | -5.10% | -4.39% | -4.90% | -10.42% | -5.98% | -6.66% | -6.88% | -10.31% | -14.04% | -14.87% | -2.61% |
Avg Days to Max Decline | 9 | 7 | 8 | 7 | 11 | 7 | 8 | 8 | 8 | 5 | 2 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | No | Yes | Yes | Yes | Yes | Yes |
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