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ScenarioSM Study for September 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 19 | 19 | 19 | 22 | 22 | 22 | 24 | 24 | 24 | 24 | 24 | |
Closed Higher | 9 | 8 | 11 | 9 | 13 | 13 | 16 | 16 | 10 | 12 | 18 | |
Exceeded High | 8 | 6 | 9 | 9 | 10 | 13 | 15 | 15 | 8 | 12 | 14 | |
Scenario Percentage | 89% | 75% | 82% | 100% | 77% | 100% | 94% | 94% | 80% | 100% | 78% | |
Avg Max Increase | 8.59% | 6.91% | 7.55% | 11.30% | 12.66% | 12.09% | 9.93% | 10.23% | 11.02% | 10.81% | 9.86% | |
Max Increase | 19.43% | 11.95% | 17.34% | 21.37% | 24.34% | 27.55% | 24.51% | 37.42% | 16.11% | 20.00% | 45.51% | |
Avg Days To Max Increase | 14 | 15 | 14 | 19 | 13 | 17 | 14 | 16 | 22 | 12 | 9 | |
Avg Max Decline | -0.92% | -1.01% | -2.05% | -2.02% | -2.36% | -1.75% | -2.92% | -1.91% | -3.02% | -3.31% | -0.71% | |
Max Decline | -3.75% | -1.57% | -8.81% | -7.13% | -10.38% | -4.11% | -9.71% | -7.21% | -7.60% | -14.88% | -3.11% | |
Avg Days to Max Decline | 5 | 7 | 8 | 7 | 6 | 8 | 9 | 7 | 9 | 9 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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