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ScenarioSM Study for July Brent Crude Oil(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | 12 | 23 | 23 | 23 | 26 | 26 | 26 | 26 | 27 | 28 | 28 | |
Closed Higher | 8 | 16 | 12 | 10 | 11 | 12 | 11 | 11 | 17 | 17 | 17 | |
Exceeded High | 6 | 15 | 10 | 9 | 6 | 10 | 10 | 11 | 16 | 16 | 15 | |
Scenario Percentage | 75% | 94% | 83% | 90% | 55% | 83% | 91% | 100% | 94% | 94% | 88% | |
Avg Max Increase | 7.93% | 8.46% | 10.35% | 8.81% | 7.33% | 7.51% | 10.80% | 12.43% | 11.80% | 11.93% | 6.28% | |
Max Increase | 17.79% | 21.34% | 28.84% | 20.55% | 13.03% | 17.74% | 22.29% | 27.51% | 30.75% | 26.78% | 21.66% | |
Avg Days To Max Increase | 15 | 16 | 15 | 13 | 20 | 14 | 16 | 12 | 18 | 15 | 13 | |
Avg Max Decline | -1.94% | -0.37% | -1.36% | -1.29% | -1.80% | -2.21% | -2.39% | -2.51% | -2.75% | -3.75% | -1.66% | |
Max Decline | -11.06% | -7.84% | -5.52% | -4.92% | -3.43% | -8.71% | -8.65% | -11.14% | -15.72% | -11.90% | -8.53% | |
Avg Days to Max Decline | 8 | 8 | 9 | 5 | 9 | 8 | 11 | 6 | 9 | 9 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | No |
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