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ScenarioSM Study for December 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 19 | 19 | 19 | 22 | 22 | 22 | 24 | 24 | 24 | 25 | 25 | |
Closed Higher | 10 | 10 | 12 | 16 | 15 | 9 | 12 | 18 | 14 | 14 | 12 | |
Exceeded High | 9 | 10 | 12 | 15 | 13 | 8 | 12 | 17 | 11 | 11 | 4 | |
Scenario Percentage | 90% | 100% | 100% | 94% | 87% | 89% | 100% | 94% | 79% | 79% | 33% | |
Avg Max Increase | 11.00% | 11.34% | 12.08% | 9.66% | 10.71% | 10.21% | 11.36% | 15.28% | 17.06% | 8.65% | 5.51% | |
Max Increase | 20.24% | 25.17% | 24.34% | 22.25% | 33.88% | 17.35% | 19.80% | 86.32% | 53.95% | 20.68% | 7.88% | |
Avg Days To Max Increase | 16 | 14 | 19 | 17 | 16 | 18 | 19 | 19 | 17 | 13 | 9 | |
Avg Max Decline | -2.17% | -2.85% | -1.89% | -3.13% | -2.09% | -1.66% | -2.55% | -1.64% | -2.11% | -4.27% | -1.64% | |
Max Decline | -7.31% | -9.48% | -4.50% | -9.24% | -5.31% | -4.93% | -14.47% | -10.12% | -13.31% | -13.18% | -3.16% | |
Avg Days to Max Decline | 7 | 7 | 9 | 7 | 8 | 7 | 7 | 6 | 8 | 6 | 1 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.