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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Crude Oil(NYM) as of Apr 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   27 29 31 32 32 32 33 33 34 34 34
Closed Higher   15 12 14 14 14 16 20 24 21 17 17
Exceeded High   13 10 8 12 13 14 19 21 19 14 13
Scenario Percentage   87% 83% 57% 86% 93% 88% 95% 88% 90% 82% 76%
Avg Max Increase   8.99% 7.41% 10.06% 10.90% 10.03% 11.95% 10.63% 10.40% 9.00% 10.36% 7.13%
Max Increase   28.65% 20.96% 14.74% 22.27% 21.37% 26.54% 27.22% 24.96% 28.31% 18.91% 13.21%
Avg Days To Max Increase   16 15 24 16 19 16 19 15 14 14 13
Avg Max Decline   -1.15% -1.49% -2.98% -2.10% -2.14% -3.10% -2.14% -3.48% -2.70% -2.42% -1.17%
Max Decline   -4.92% -7.41% -9.42% -8.41% -9.24% -10.57% -14.27% -11.02% -9.71% -7.11% -4.21%
Avg Days to Max Decline   10 6 17 5 9 9 10 9 7 6 4
2017 Contract Condition   Yes Yes   Yes Yes   Yes        
Action   Yes Yes   Yes Yes   No        
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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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   27 29 31 32 32 32 33 33 34 34 34
Closed Lower   12 17 17 18 18 16 13 9 13 17 17
Penetrated Low   7 15 16 15 13 8 7 5 7 12 10
Scenario Percentage   58% 88% 94% 83% 72% 50% 54% 56% 54% 71% 59%
Avg Max Decline   14.38% 11.04% 11.12% 15.27% 15.11% 15.41% 8.81% 9.89% 9.31% 11.90% 7.71%
Max Decline   43.39% 45.17% 38.13% 31.33% 38.92% 42.72% 28.07% 17.44% 21.18% 18.58% 16.28%
Avg Days To Max Decline   15 18 19 21 18 17 11 14 20 15 14
Avg Max Increase   -1.40% -2.34% -2.71% -1.54% -2.72% -3.47% -3.40% -2.57% -4.29% -1.56% -2.08%
Max Increase   -9.16% -14.20% -6.80% -11.92% -9.25% -10.85% -10.55% -7.75% -10.62% -4.03% -7.85%
Avg Days to Max Increase   9 9 9 11 7 6 14 7 12 5 3
2017 Contract Condition       Yes     Yes   Yes Yes Yes  
Action       Yes     Yes   Not Yet Not Yet    
High 53.60 53.02 52.19 54.77 53.35 57.30 58.30 56.30 55.56 54.63 49.83  
Low 46.14 45.29 47.44 50.21 46.95 52.63 54.45 53.50 48.29 48.80 49.14  
Close/Last 47.01 48.94 51.82 50.39 53.06 56.90 54.90 55.17 51.66 49.85 49.40  

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