MRCI Online
|
| ScenarioSM Study for January 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 14 | 25 | 25 | 25 | 28 | 28 | 28 | 30 | 30 | 30 | 31 | |
| Closed Higher | 6 | 12 | 16 | 18 | 19 | 12 | 16 | 20 | 17 | 17 | 16 | |
| Exceeded High | 4 | 11 | 15 | 17 | 16 | 11 | 14 | 19 | 13 | 13 | 8 | |
| Scenario Percentage | 67% | 92% | 94% | 94% | 84% | 92% | 88% | 95% | 76% | 76% | 50% | |
| Avg Max Increase | 10.69% | 10.73% | 10.08% | 10.14% | 9.90% | 8.55% | 9.48% | 13.56% | 15.84% | 9.23% | 6.27% | |
| Max Increase | 16.45% | 25.27% | 22.49% | 21.59% | 33.70% | 17.40% | 18.83% | 79.27% | 47.85% | 22.95% | 11.63% | |
| Avg Days To Max Increase | 19 | 15 | 21 | 18 | 15 | 17 | 18 | 19 | 15 | 12 | 16 | |
| Avg Max Decline | -1.30% | -2.40% | -2.24% | -2.80% | -1.77% | -1.94% | -2.47% | -2.29% | -2.02% | -3.55% | -1.89% | |
| Max Decline | -6.27% | -9.46% | -13.58% | -9.03% | -6.16% | -6.31% | -14.00% | -13.44% | -12.35% | -11.87% | -5.06% | |
| Avg Days to Max Decline | 9 | 5 | 11 | 7 | 7 | 7 | 8 | 7 | 7 | 5 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
