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| ScenarioSM Study for August Brent Crude Oil(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 13 | 24 | 24 | 24 | 27 | 27 | 27 | 28 | 29 | 29 | 29 | |
| Closed Higher | 9 | 13 | 11 | 11 | 13 | 12 | 13 | 17 | 18 | 18 | 13 | |
| Exceeded High | 8 | 11 | 9 | 8 | 11 | 11 | 12 | 16 | 17 | 17 | 9 | |
| Scenario Percentage | 89% | 85% | 82% | 73% | 85% | 92% | 92% | 94% | 94% | 94% | 69% | |
| Avg Max Increase | 5.89% | 9.92% | 9.89% | 7.32% | 7.77% | 10.17% | 11.19% | 11.22% | 11.60% | 8.12% | 8.50% | |
| Max Increase | 10.49% | 28.49% | 19.59% | 12.62% | 17.55% | 21.87% | 25.00% | 29.20% | 25.31% | 29.07% | 13.65% | |
| Avg Days To Max Increase | 13 | 16 | 14 | 16 | 13 | 17 | 12 | 17 | 15 | 13 | 16 | |
| Avg Max Decline | -1.15% | -1.36% | -1.34% | -1.66% | -1.93% | -2.06% | -3.04% | -2.54% | -3.51% | -2.65% | -1.58% | |
| Max Decline | -7.71% | -4.99% | -4.53% | -3.45% | -8.39% | -8.13% | -10.75% | -15.31% | -10.48% | -8.63% | -4.63% | |
| Avg Days to Max Decline | 7 | 6 | 6 | 12 | 6 | 6 | 6 | 9 | 9 | 6 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
