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ScenarioSM Study for May Brent Crude Oil(ICE) as of Jan 01, 2019 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 13 | 23 | 24 | 24 | 27 | 27 | 27 | 28 | 28 | 29 | 29 | |
Closed Higher | 8 | 10 | 15 | 16 | 15 | 13 | 12 | 14 | 13 | 16 | 18 | |
Exceeded High | 7 | 9 | 13 | 15 | 12 | 11 | 8 | 12 | 12 | 14 | 14 | |
Scenario Percentage | 88% | 90% | 87% | 94% | 80% | 85% | 67% | 86% | 92% | 88% | 78% | |
Avg Max Increase | 11.69% | 8.77% | 9.95% | 8.37% | 9.76% | 9.20% | 7.80% | 9.85% | 11.58% | 13.71% | 9.05% | |
Max Increase | 32.73% | 16.30% | 24.89% | 17.56% | 29.43% | 21.10% | 14.65% | 23.89% | 24.67% | 32.80% | 21.83% | |
Avg Days To Max Increase | 15 | 18 | 18 | 16 | 16 | 13 | 20 | 16 | 18 | 13 | 15 | |
Avg Max Decline | -1.23% | -0.60% | -1.34% | -1.26% | -1.32% | -1.70% | -1.71% | -2.41% | -3.43% | -3.16% | -1.40% | |
Max Decline | -5.39% | -3.56% | -11.46% | -8.19% | -7.43% | -8.00% | -3.80% | -9.12% | -13.71% | -12.55% | -4.76% | |
Avg Days to Max Decline | 11 | 7 | 7 | 7 | 9 | 5 | 7 | 7 | 9 | 8 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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