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ScenarioSM Study for August 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 19 | 19 | 19 | 22 | 22 | 22 | 23 | 24 | 24 | 24 | 24 | |
Closed Higher | 9 | 9 | 8 | 10 | 9 | 12 | 14 | 16 | 15 | 10 | 12 | |
Exceeded High | 9 | 7 | 6 | 8 | 9 | 11 | 14 | 15 | 14 | 7 | 11 | |
Scenario Percentage | 100% | 78% | 75% | 80% | 100% | 92% | 100% | 94% | 93% | 70% | 92% | |
Avg Max Increase | 9.44% | 10.09% | 7.32% | 7.39% | 11.48% | 11.94% | 12.37% | 10.39% | 8.38% | 11.66% | 6.79% | |
Max Increase | 28.49% | 19.59% | 12.62% | 17.55% | 21.87% | 25.00% | 29.20% | 25.31% | 29.92% | 15.42% | 10.97% | |
Avg Days To Max Increase | 15 | 15 | 17 | 15 | 18 | 11 | 17 | 14 | 14 | 13 | 12 | |
Avg Max Decline | -1.27% | -1.22% | -1.45% | -2.34% | -2.19% | -2.39% | -1.82% | -3.20% | -2.32% | -1.52% | -1.45% | |
Max Decline | -4.99% | -4.53% | -3.45% | -8.39% | -8.13% | -10.75% | -4.33% | -10.48% | -8.63% | -4.63% | -3.95% | |
Avg Days to Max Decline | 7 | 6 | 14 | 8 | 7 | 6 | 9 | 9 | 7 | 6 | 4 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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