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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Crude Oil(NYM) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   24 26 28 28 28 28 29 29 29 29 30
Closed Higher   12 17 15 14 13 13 12 17 18 20 19
Exceeded High   12 15 12 13 9 11 12 16 16 19 13
Scenario Percentage   100% 88% 80% 93% 69% 85% 100% 94% 89% 95% 68%
Avg Max Increase   7.72% 8.99% 11.22% 7.08% 9.72% 12.34% 11.04% 12.24% 12.85% 11.04% 7.86%
Max Increase   19.13% 43.12% 30.49% 22.29% 16.58% 23.16% 24.05% 31.02% 29.08% 27.52% 28.94%
Avg Days To Max Increase   19 20 17 14 23 14 17 15 16 13 11
Avg Max Decline   -2.08% -1.45% -1.79% -2.50% -3.01% -2.35% -2.72% -3.14% -1.65% -3.18% -1.50%
Max Decline   -12.23% -8.47% -6.96% -11.29% -8.76% -8.80% -9.65% -11.76% -5.86% -10.69% -6.38%
Avg Days to Max Decline   8 10 9 5 10 5 12 8 7 7 2
2012 Contract Condition           Yes Yes   Yes Yes   Yes
Action           Yes Yes   Yes Yes   Yes
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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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   24 26 28 28 28 28 29 29 29 29 30
Closed Lower   12 9 13 14 15 15 17 12 11 9 11
Penetrated Low   9 5 7 11 14 12 11 6 5 8 6
Scenario Percentage   75% 56% 54% 79% 93% 80% 65% 50% 45% 89% 55%
Avg Max Decline   6.40% 13.72% 15.27% 12.48% 11.94% 15.24% 15.63% 19.35% 11.29% 11.72% 7.31%
Max Decline   19.16% 26.05% 44.79% 47.55% 40.74% 29.48% 42.29% 44.01% 28.16% 21.58% 18.78%
Avg Days To Max Decline   14 21 17 18 20 18 17 15 11 14 13
Avg Max Increase   -0.81% -3.85% -1.96% -2.49% -3.11% -2.01% -4.01% -1.98% -4.58% -2.69% -2.34%
Max Increase   -3.75% -10.14% -11.15% -14.59% -7.31% -12.88% -12.23% -6.88% -11.53% -9.41% -6.80%
Avg Days to Max Increase   6 15 9 10 8 11 9 6 12 7 3
2012 Contract Condition   Yes Yes Yes Yes     Yes     Yes  
Action   Yes Yes Yes Yes     No     Yes  
High 113.99 105.35 103.66 101.83 92.00 93.65 102.55 102.30 104.32 110.71 111.30 105.99
Low 95.68 94.15 98.25 80.77 79.45 76.88 88.43 93.40 98.56 96.67 102.65 101.22
Close/Last 105.14 99.91 99.46 91.00 80.56 92.58 100.21 99.48 99.64 107.95 103.54 104.87

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Exciting update, MRCI traders!

Over the coming weeks, we’re transitioning our research from E-mini stock index futures (ES, YM, NQ, RTY) to the corresponding E-micro contracts. This shift keeps our seasonal strategies accurate, accessible, and aligned with today’s marketplace — while preserving the trusted historical patterns you rely on.

Learn more about the transition - here