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ScenarioSM Study for December Crude Oil(NYM) as of Jan 21, 2022 | ||||||||||||
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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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 36 | 37 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 19 | 18 | 22 | 27 | 26 | 19 | 20 | 25 | 21 | 21 | 19 | |
Exceeded High | 18 | 16 | 21 | 24 | 22 | 13 | 18 | 23 | 16 | 19 | 9 | |
Scenario Percentage | 95% | 89% | 95% | 89% | 85% | 68% | 90% | 92% | 76% | 90% | 47% | |
Avg Max Increase | 9.81% | 10.70% | 9.56% | 9.31% | 7.93% | 11.47% | 9.38% | 11.68% | 12.16% | 8.05% | 7.31% | |
Max Increase | 24.83% | 26.16% | 21.78% | 20.39% | 31.94% | 19.60% | 21.06% | 75.72% | 50.17% | 22.54% | 14.57% | |
Avg Days To Max Increase | 18 | 13 | 19 | 17 | 15 | 18 | 16 | 19 | 16 | 11 | 12 | |
Avg Max Decline | -1.92% | -2.20% | -2.02% | -2.88% | -2.37% | -1.65% | -2.43% | -2.86% | -3.27% | -3.38% | -1.36% | |
Max Decline | -7.77% | -9.97% | -13.40% | -10.42% | -5.98% | -6.66% | -14.44% | -14.62% | -14.04% | -14.87% | -4.31% | |
Avg Days to Max Decline | 10 | 7 | 9 | 7 | 9 | 6 | 7 | 8 | 9 | 5 | 1 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.