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ScenarioSM Study for June Brent Crude Oil(ICE) as of Jan 01, 2014 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 19 | 19 | 19 | 21 | 22 | 22 | 23 | 23 | 24 | 24 | 24 | |
Closed Higher | 12 | 14 | 9 | 10 | 8 | 11 | 10 | 13 | 15 | 15 | 15 | |
Exceeded High | 12 | 12 | 8 | 9 | 5 | 9 | 10 | 12 | 14 | 13 | 12 | |
Scenario Percentage | 100% | 86% | 89% | 90% | 63% | 82% | 100% | 92% | 93% | 87% | 80% | |
Avg Max Increase | 10.12% | 8.91% | 11.84% | 8.68% | 7.51% | 9.77% | 11.81% | 12.67% | 13.74% | 9.94% | 5.99% | |
Max Increase | 25.53% | 16.40% | 29.40% | 20.85% | 14.23% | 23.40% | 23.61% | 30.09% | 31.91% | 16.79% | 16.24% | |
Avg Days To Max Increase | 17 | 18 | 19 | 14 | 16 | 15 | 19 | 13 | 16 | 8 | 8 | |
Avg Max Decline | -1.71% | -0.83% | -1.54% | -1.72% | -1.66% | -2.75% | -3.73% | -2.49% | -2.27% | -1.27% | -0.90% | |
Max Decline | -12.64% | -8.19% | -6.48% | -7.38% | -3.68% | -9.05% | -13.99% | -11.97% | -5.51% | -7.52% | -3.16% | |
Avg Days to Max Decline | 6 | 7 | 12 | 6 | 5 | 7 | 10 | 6 | 9 | 4 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | 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.