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ScenarioSM Study for October Brent Crude Oil(ICE) as of Jan 01, 2019 | ||||||||||||
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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 | 13 | 24 | 24 | 24 | 27 | 27 | 27 | 29 | 29 | 29 | 29 | |
Closed Higher | 4 | 11 | 14 | 13 | 14 | 16 | 18 | 19 | 13 | 14 | 19 | |
Exceeded High | 4 | 8 | 12 | 12 | 11 | 15 | 17 | 18 | 9 | 13 | 16 | |
Scenario Percentage | 100% | 73% | 86% | 92% | 79% | 94% | 94% | 95% | 69% | 93% | 84% | |
Avg Max Increase | 10.35% | 6.77% | 7.56% | 8.89% | 11.46% | 10.53% | 11.29% | 9.74% | 10.55% | 11.20% | 11.53% | |
Max Increase | 19.36% | 11.70% | 17.15% | 20.16% | 24.68% | 26.11% | 23.63% | 36.25% | 16.52% | 21.33% | 55.97% | |
Avg Days To Max Increase | 16 | 13 | 13 | 18 | 13 | 17 | 16 | 15 | 20 | 18 | 16 | |
Avg Max Decline | -1.20% | -0.99% | -1.67% | -2.31% | -2.77% | -2.25% | -3.30% | -2.08% | -1.98% | -3.03% | -1.00% | |
Max Decline | -2.32% | -2.76% | -8.31% | -6.90% | -10.00% | -14.45% | -9.23% | -7.18% | -6.28% | -15.02% | -3.49% | |
Avg Days to Max Decline | 7 | 3 | 10 | 7 | 9 | 9 | 7 | 6 | 7 | 9 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes |
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