MRCI Online
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| ScenarioSM Study for October Brent Crude Oil(ICE) as of Jan 01, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 25 | 25 | 25 | 28 | 28 | 28 | 30 | 30 | 30 | 30 | |
| Closed Higher | 5 | 11 | 14 | 13 | 15 | 17 | 19 | 20 | 13 | 15 | 20 | |
| Exceeded High | 5 | 8 | 12 | 12 | 12 | 16 | 18 | 18 | 9 | 14 | 16 | |
| Scenario Percentage | 100% | 73% | 86% | 92% | 80% | 94% | 95% | 90% | 69% | 93% | 80% | |
| Avg Max Increase | 9.14% | 6.77% | 7.56% | 8.89% | 11.43% | 10.53% | 11.19% | 9.74% | 10.55% | 10.31% | 11.29% | |
| 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 | 13 | 13 | 13 | 18 | 14 | 17 | 17 | 15 | 20 | 16 | 15 | |
| Avg Max Decline | -0.47% | -0.99% | -1.67% | -2.31% | -2.59% | -2.33% | -3.11% | -2.08% | -1.98% | -3.10% | -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 | 6 | 3 | 10 | 7 | 8 | 9 | 6 | 6 | 7 | 8 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
