MRCI Online
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| ScenarioSM Study for December Crude Oil(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 30 | 31 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 15 | 15 | 19 | 24 | 21 | 16 | 16 | 21 | 17 | 17 | 15 | |
| Exceeded High | 14 | 13 | 18 | 21 | 18 | 10 | 15 | 19 | 13 | 15 | 7 | |
| Scenario Percentage | 93% | 87% | 95% | 88% | 86% | 63% | 94% | 90% | 76% | 88% | 47% | |
| Avg Max Increase | 9.76% | 10.06% | 9.78% | 8.64% | 7.57% | 11.40% | 9.94% | 12.74% | 12.96% | 7.74% | 7.51% | |
| Max Increase | 19.00% | 24.64% | 21.78% | 20.39% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 15.08% | |
| Avg Days To Max Increase | 19 | 12 | 17 | 16 | 15 | 19 | 17 | 18 | 17 | 11 | 12 | |
| Avg Max Decline | -2.01% | -1.78% | -1.21% | -2.76% | -2.26% | -1.58% | -2.53% | -1.47% | -2.40% | -3.80% | -1.59% | |
| Max Decline | -7.77% | -4.39% | -4.90% | -10.42% | -5.98% | -6.66% | -14.44% | -10.31% | -14.04% | -14.87% | -4.31% | |
| Avg Days to Max Decline | 11 | 7 | 9 | 8 | 9 | 6 | 8 | 7 | 8 | 6 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
