|
ScenarioSM Study for December Crude Oil(NYM) as of Jan 01, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 33 | 34 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | |
Closed Higher | 17 | 16 | 20 | 26 | 24 | 17 | 17 | 22 | 20 | 20 | 17 | |
Exceeded High | 16 | 14 | 19 | 23 | 21 | 11 | 15 | 20 | 16 | 18 | 7 | |
Scenario Percentage | 94% | 88% | 95% | 88% | 88% | 65% | 88% | 91% | 80% | 90% | 41% | |
Avg Max Increase | 9.15% | 9.59% | 9.55% | 9.38% | 7.53% | 10.86% | 9.94% | 12.37% | 12.16% | 7.39% | 5.09% | |
Max Increase | 19.00% | 24.64% | 21.78% | 20.39% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 8.84% | |
Avg Days To Max Increase | 18 | 13 | 18 | 17 | 15 | 18 | 17 | 19 | 16 | 11 | 10 | |
Avg Max Decline | -1.92% | -2.36% | -1.86% | -3.01% | -2.39% | -1.66% | -2.53% | -1.78% | -3.27% | -3.51% | -1.41% | |
Max Decline | -7.77% | -9.97% | -13.40% | -10.42% | -5.98% | -6.66% | -14.44% | -10.31% | -14.04% | -14.87% | -4.31% | |
Avg Days to Max Decline | 10 | 7 | 9 | 8 | 8 | 6 | 8 | 8 | 9 | 5 | 1 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |