MRCI Online
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| ScenarioSM Study for June 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 21 | 25 | 25 | 25 | 27 | 28 | 28 | 29 | 29 | 30 | 30 | |
| Closed Higher | 9 | 16 | 16 | 13 | 13 | 11 | 14 | 13 | 15 | 19 | 18 | |
| Exceeded High | 9 | 14 | 14 | 10 | 12 | 7 | 12 | 12 | 14 | 16 | 16 | |
| Scenario Percentage | 100% | 88% | 88% | 77% | 92% | 64% | 86% | 92% | 93% | 84% | 89% | |
| Avg Max Increase | 8.59% | 9.53% | 8.56% | 11.97% | 8.55% | 7.49% | 9.61% | 10.58% | 11.96% | 12.65% | 9.33% | |
| Max Increase | 17.73% | 25.53% | 16.40% | 29.40% | 20.85% | 14.23% | 23.40% | 23.61% | 30.09% | 31.91% | 20.26% | |
| Avg Days To Max Increase | 16 | 19 | 19 | 16 | 12 | 19 | 16 | 18 | 15 | 16 | 18 | |
| Avg Max Decline | -1.29% | -1.96% | -1.28% | -1.80% | -1.62% | -1.90% | -2.39% | -3.38% | -2.92% | -2.88% | -1.72% | |
| Max Decline | -5.67% | -12.64% | -8.19% | -6.48% | -7.38% | -3.68% | -9.05% | -13.99% | -11.97% | -16.18% | -7.59% | |
| Avg Days to Max Decline | 7 | 7 | 8 | 10 | 5 | 5 | 7 | 9 | 6 | 8 | 2 | |
| 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.
