MRCI Online
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| ScenarioSM Study for April Brent Crude Oil(ICE) as of Jan 01, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 24 | 25 | 25 | 27 | 28 | 28 | 29 | 30 | 30 | 30 | |
| Closed Higher | 10 | 16 | 11 | 16 | 16 | 16 | 16 | 12 | 15 | 15 | 16 | |
| Exceeded High | 9 | 13 | 10 | 14 | 16 | 12 | 13 | 8 | 14 | 14 | 12 | |
| Scenario Percentage | 90% | 81% | 91% | 88% | 100% | 75% | 81% | 67% | 93% | 93% | 75% | |
| Avg Max Increase | 10.39% | 9.83% | 8.57% | 9.92% | 8.45% | 11.07% | 9.07% | 8.17% | 9.88% | 11.63% | 9.00% | |
| 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 | 16 | 12 | 16 | 17 | 17 | 15 | 11 | 19 | 15 | 17 | 18 | |
| Avg Max Decline | -0.58% | -0.88% | -1.49% | -1.82% | -1.31% | -1.91% | -1.66% | -1.81% | -2.59% | -4.27% | -1.97% | |
| Max Decline | -6.95% | -5.27% | -5.94% | -12.99% | -8.42% | -8.52% | -8.77% | -4.02% | -9.20% | -17.83% | -7.24% | |
| Avg Days to Max Decline | 6 | 5 | 10 | 5 | 7 | 6 | 5 | 6 | 6 | 11 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
