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ScenarioSM Study for December Brent Crude Oil(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 19 | 23 | 23 | 23 | 26 | 26 | 26 | 28 | 28 | 28 | 29 | |
Closed Higher | 10 | 12 | 10 | 15 | 17 | 17 | 11 | 13 | 19 | 16 | 16 | |
Exceeded High | 9 | 10 | 10 | 14 | 16 | 15 | 10 | 12 | 18 | 12 | 12 | |
Scenario Percentage | 90% | 83% | 100% | 93% | 94% | 88% | 91% | 92% | 95% | 75% | 75% | |
Avg Max Increase | 7.05% | 10.13% | 11.34% | 10.69% | 10.35% | 10.28% | 9.38% | 11.36% | 15.05% | 16.78% | 7.47% | |
Max Increase | 16.86% | 20.24% | 25.17% | 24.34% | 22.25% | 33.88% | 17.35% | 19.80% | 86.32% | 53.95% | 14.72% | |
Avg Days To Max Increase | 13 | 15 | 14 | 18 | 18 | 15 | 17 | 19 | 19 | 17 | 16 | |
Avg Max Decline | -2.52% | -2.18% | -2.85% | -2.60% | -3.44% | -2.34% | -1.67% | -2.55% | -1.89% | -2.23% | -2.37% | |
Max Decline | -8.69% | -7.31% | -9.48% | -13.88% | -9.24% | -6.57% | -4.93% | -14.47% | -10.12% | -13.31% | -12.61% | |
Avg Days to Max Decline | 7 | 6 | 7 | 9 | 7 | 8 | 6 | 7 | 7 | 9 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | Yes | Yes |
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