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ScenarioSM Study for April Brent Crude Oil(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 12 | 22 | 23 | 23 | 25 | 26 | 26 | 27 | 28 | 28 | 28 | |
Closed Higher | 9 | 15 | 10 | 15 | 15 | 15 | 14 | 11 | 14 | 14 | 14 | |
Exceeded High | 8 | 12 | 9 | 13 | 15 | 11 | 11 | 7 | 13 | 13 | 11 | |
Scenario Percentage | 89% | 80% | 90% | 87% | 100% | 73% | 79% | 64% | 93% | 93% | 79% | |
Avg Max Increase | 9.51% | 9.88% | 9.14% | 10.58% | 8.47% | 11.02% | 9.03% | 7.85% | 9.57% | 12.02% | 8.79% | |
Max Increase | 18.62% | 32.37% | 17.73% | 26.05% | 19.09% | 29.92% | 21.56% | 15.12% | 23.87% | 26.35% | 18.46% | |
Avg Days To Max Increase | 15 | 12 | 17 | 18 | 16 | 17 | 13 | 18 | 15 | 17 | 18 | |
Avg Max Decline | -0.32% | -0.76% | -0.99% | -1.74% | -0.99% | -1.83% | -1.65% | -1.85% | -2.63% | -4.53% | -2.09% | |
Max Decline | -6.95% | -5.27% | -3.56% | -12.99% | -8.42% | -8.52% | -8.77% | -4.02% | -9.20% | -17.83% | -7.24% | |
Avg Days to Max Decline | 6 | 6 | 9 | 5 | 6 | 6 | 5 | 7 | 6 | 12 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes |
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