MRCI Online
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| ScenarioSM Study for April Brent Crude Oil(ICE) 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 19 | 20 | 20 | 22 | 23 | 23 | 24 | 25 | 25 | 25 | 25 | |
| Closed Higher | 13 | 8 | 13 | 15 | 13 | 13 | 10 | 13 | 13 | 14 | 14 | |
| Exceeded High | 10 | 7 | 13 | 15 | 10 | 10 | 7 | 12 | 12 | 12 | 12 | |
| Scenario Percentage | 77% | 88% | 100% | 100% | 77% | 77% | 70% | 92% | 92% | 86% | 86% | |
| Avg Max Increase | 10.58% | 10.23% | 10.58% | 8.47% | 10.74% | 9.26% | 7.85% | 9.43% | 12.86% | 12.05% | 6.90% | |
| Max Increase | 32.37% | 17.73% | 26.05% | 19.09% | 29.92% | 21.56% | 15.12% | 23.87% | 26.35% | 27.49% | 16.56% | |
| Avg Days To Max Increase | 13 | 17 | 18 | 16 | 17 | 13 | 18 | 16 | 18 | 10 | 8 | |
| Avg Max Decline | -0.35% | -0.91% | -1.74% | -0.99% | -1.70% | -1.74% | -1.85% | -2.79% | -4.69% | -3.03% | -1.29% | |
| Max Decline | -3.73% | -3.56% | -12.99% | -8.42% | -8.52% | -8.77% | -4.02% | -9.20% | -17.83% | -13.31% | -3.94% | |
| Avg Days to Max Decline | 5 | 11 | 5 | 6 | 7 | 5 | 7 | 7 | 12 | 5 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
