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ScenarioSM Study for May Brent Crude Oil(ICE) as of Jan 01, 2015 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 19 | 20 | 20 | 23 | 23 | 23 | 24 | 24 | 25 | 25 | 25 | |
Closed Higher | 8 | 13 | 15 | 13 | 11 | 10 | 12 | 11 | 15 | 16 | 14 | |
Exceeded High | 7 | 13 | 14 | 11 | 9 | 7 | 10 | 10 | 13 | 14 | 11 | |
Scenario Percentage | 88% | 100% | 93% | 85% | 82% | 70% | 83% | 91% | 87% | 88% | 79% | |
Avg Max Increase | 9.82% | 9.95% | 8.41% | 9.41% | 9.03% | 7.45% | 9.32% | 12.99% | 14.94% | 13.07% | 8.38% | |
Max Increase | 16.30% | 24.89% | 17.56% | 29.43% | 21.10% | 14.65% | 23.89% | 24.67% | 32.80% | 37.14% | 20.04% | |
Avg Days To Max Increase | 19 | 18 | 15 | 17 | 14 | 19 | 16 | 19 | 13 | 8 | 9 | |
Avg Max Decline | -0.56% | -1.34% | -0.93% | -1.16% | -1.66% | -1.75% | -2.62% | -3.77% | -2.60% | -1.92% | -0.96% | |
Max Decline | -3.56% | -11.46% | -8.19% | -7.43% | -8.00% | -3.80% | -9.12% | -13.71% | -12.55% | -6.05% | -4.00% | |
Avg Days to Max Decline | 8 | 7 | 6 | 9 | 5 | 8 | 8 | 11 | 8 | 7 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | No | Yes | Yes | No | Yes |
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