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ScenarioSM Study for October Crude Oil(NYM) as of Jan 01, 2008 | |||||||||||
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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 |
Tested Years | 18 | 21 | 22 | 24 | 24 | 24 | 25 | 25 | 25 | 25 | 25 |
Closed Higher | 5 | 8 | 10 | 13 | 13 | 18 | 16 | 13 | 12 | 18 | 15 |
Exceeded High | 3 | 6 | 10 | 11 | 12 | 16 | 14 | 8 | 12 | 16 | 10 |
Scenario Percentage | 60% | 75% | 100% | 85% | 92% | 89% | 88% | 62% | 100% | 89% | 67% |
Avg Max Increase | 7.19% | 8.79% | 9.96% | 10.44% | 10.35% | 8.50% | 7.76% | 11.01% | 10.97% | 12.73% | 9.55% |
Max Increase | 11.14% | 15.18% | 19.73% | 23.95% | 23.22% | 20.61% | 21.28% | 19.08% | 21.40% | 59.28% | 23.72% |
Avg Days To Max Increase | 20 | 12 | 16 | 16 | 17 | 17 | 16 | 21 | 15 | 12 | 12 |
Avg Max Decline | -1.22% | -0.79% | -0.79% | -1.53% | -0.71% | -3.23% | -2.20% | -2.53% | -2.01% | -1.60% | -0.36% |
Max Decline | -1.78% | -4.39% | -4.41% | -4.34% | -5.04% | -10.86% | -7.80% | -8.52% | -10.10% | -11.56% | -4.69% |
Avg Days to Max Decline | 6 | 3 | 9 | 7 | 9 | 11 | 10 | 9 | 8 | 4 | 2 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.