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ScenarioSM Study for December 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 20 | 24 | 24 | 24 | 27 | 27 | 27 | 29 | 29 | 29 | 30 | |
Closed Higher | 11 | 13 | 11 | 15 | 18 | 18 | 12 | 14 | 19 | 17 | 17 | |
Exceeded High | 10 | 11 | 11 | 14 | 17 | 16 | 10 | 13 | 18 | 13 | 13 | |
Scenario Percentage | 91% | 85% | 100% | 93% | 94% | 89% | 83% | 93% | 95% | 76% | 76% | |
Avg Max Increase | 7.57% | 9.73% | 10.57% | 10.69% | 10.80% | 10.21% | 9.38% | 10.55% | 15.05% | 16.41% | 7.27% | |
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 | 14 | 16 | 15 | 18 | 18 | 16 | 17 | 19 | 19 | 16 | 15 | |
Avg Max Decline | -2.40% | -2.02% | -3.49% | -2.60% | -3.44% | -2.36% | -1.67% | -2.60% | -1.89% | -2.26% | -2.21% | |
Max Decline | -8.69% | -7.31% | -9.86% | -13.88% | -9.24% | -6.57% | -4.93% | -14.47% | -10.12% | -13.31% | -12.61% | |
Avg Days to Max Decline | 7 | 6 | 8 | 9 | 7 | 8 | 6 | 6 | 7 | 9 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes |
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