MRCI Online
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| ScenarioSM Study for January Brent Crude Oil(ICE) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Nov |
| Tested Years | 20 | 20 | 20 | 23 | 23 | 23 | 25 | 25 | 25 | 26 | 26 | |
| Closed Higher | 10 | 13 | 15 | 15 | 10 | 13 | 18 | 14 | 13 | 13 | 13 | |
| Exceeded High | 9 | 13 | 14 | 13 | 9 | 12 | 17 | 11 | 10 | 9 | 7 | |
| Scenario Percentage | 90% | 100% | 93% | 87% | 90% | 92% | 94% | 79% | 77% | 69% | 54% | |
| Avg Max Increase | 11.63% | 10.77% | 8.99% | 10.34% | 9.46% | 10.63% | 14.07% | 16.38% | 9.38% | 7.99% | 4.67% | |
| Max Increase | 25.27% | 22.49% | 21.59% | 33.70% | 17.40% | 18.83% | 79.27% | 47.85% | 22.95% | 12.41% | 8.26% | |
| Avg Days To Max Increase | 13 | 20 | 16 | 16 | 18 | 19 | 19 | 17 | 14 | 9 | 5 | |
| Avg Max Decline | -1.92% | -1.29% | -2.63% | -1.40% | -1.42% | -2.33% | -1.41% | -1.83% | -4.20% | -1.96% | -0.45% | |
| Max Decline | -9.46% | -3.76% | -9.03% | -4.84% | -4.35% | -14.00% | -9.60% | -12.35% | -11.87% | -5.06% | -1.42% | |
| Avg Days to Max Decline | 4 | 11 | 7 | 8 | 7 | 9 | 6 | 8 | 6 | 9 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
