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ScenarioSM Study for December Crude Oil(NYM) as of Jan 01, 2010 | |||||||||||
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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 | 24 | 25 | 26 | 26 | 27 | 27 | 27 | 27 | 27 | 27 | 27 |
Closed Higher | 11 | 12 | 15 | 20 | 18 | 15 | 14 | 18 | 15 | 16 | 13 |
Exceeded High | 10 | 10 | 14 | 17 | 16 | 9 | 14 | 16 | 12 | 14 | 5 |
Scenario Percentage | 91% | 83% | 93% | 85% | 89% | 60% | 100% | 89% | 80% | 88% | 38% |
Avg Max Increase | 10.45% | 10.98% | 10.40% | 9.45% | 8.35% | 12.03% | 9.49% | 13.50% | 13.70% | 7.61% | 6.56% |
Max Increase | 19.00% | 24.64% | 21.78% | 20.39% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 15.08% |
Avg Days To Max Increase | 18 | 14 | 17 | 18 | 17 | 19 | 16 | 19 | 17 | 11 | 12 |
Avg Max Decline | -1.89% | -1.62% | -1.02% | -3.11% | -2.37% | -1.68% | -2.68% | -1.54% | -2.40% | -3.98% | -1.34% |
Max Decline | -7.77% | -4.39% | -4.90% | -10.42% | -5.98% | -6.66% | -14.44% | -10.31% | -14.04% | -14.87% | -2.61% |
Avg Days to Max Decline | 10 | 7 | 9 | 8 | 10 | 6 | 9 | 7 | 8 | 5 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Not Yet |
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