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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Crude Oil(NYM) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   31 32 32 33 33 33 34 34 34 34 34
Closed Higher   22 22 16 16 21 20 18 15 16 18 17
Exceeded High   21 19 11 14 18 15 16 9 14 17 8
Scenario Percentage   95% 86% 69% 88% 86% 75% 89% 60% 88% 94% 47%
Avg Max Increase   8.32% 6.43% 9.33% 8.83% 11.08% 11.87% 7.61% 11.98% 13.12% 10.15% 7.59%
Max Increase   18.96% 30.64% 20.21% 19.96% 57.94% 40.70% 23.66% 22.62% 28.40% 22.83% 12.06%
Avg Days To Max Increase   17 14 18 19 21 15 13 23 15 14 11
Avg Max Decline   -2.47% -1.95% -0.90% -1.90% -1.27% -2.00% -2.43% -3.25% -2.91% -2.91% -0.99%
Max Decline   -9.61% -5.08% -4.51% -12.94% -8.90% -10.27% -12.15% -7.76% -9.26% -10.82% -2.86%
Avg Days to Max Decline   9 9 7 10 8 10 5 10 5 9 2
2017 Contract Condition   Yes Yes Yes Yes   Yes Yes   Yes Yes  
Action   Yes Yes Yes No   Yes Yes   Yes Not Yet  
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   31 32 32 33 33 33 34 34 34 34 34
Closed Lower   8 10 16 17 12 13 16 18 18 16 17
Penetrated Low   4 5 10 12 8 9 13 17 15 11 9
Scenario Percentage   50% 50% 63% 71% 67% 69% 81% 94% 83% 69% 53%
Avg Max Decline   7.87% 4.95% 9.02% 9.90% 13.01% 14.54% 13.46% 13.68% 17.08% 19.58% 12.16%
Max Decline   16.31% 9.86% 19.01% 32.87% 26.84% 46.42% 50.06% 45.65% 37.26% 45.24% 26.45%
Avg Days To Max Decline   12 20 17 16 20 19 17 18 17 17 11
Avg Max Increase   -1.93% -2.64% -0.52% -2.03% -2.73% -2.21% -2.21% -2.32% -2.33% -4.48% -1.73%
Max Increase   -6.17% -6.41% -2.27% -9.13% -12.86% -13.48% -11.91% -5.18% -8.32% -12.69% -7.07%
Avg Days to Max Increase   1 10 3 8 11 11 7 5 10 11 3
2017 Contract Condition           Yes     Yes     Yes
Action           Yes     Yes     Yes
High 42.40 45.59 49.26 52.14 53.86 52.70 51.99 50.76 53.68 51.66 56.24 56.18
Low 38.10 41.08 40.61 46.16 48.98 44.36 43.42 45.76 48.38 44.49 50.80 51.59
Close/Last 41.63 43.83 48.63 51.31 51.61 45.52 47.54 50.41 48.62 51.21 54.66 52.81

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