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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for November Crude Oil(NYM) as of Jul 31, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   29 29 32 33 33 34 34 34 34 34 34
Closed Higher   12 13 15 20 24 23 17 16 21 19 18
Exceeded High   10 13 12 18 22 20 13 15 19 16 15
Scenario Percentage   83% 100% 80% 90% 92% 87% 76% 94% 90% 84% 83%
Avg Max Increase   7.92% 8.76% 10.90% 9.99% 8.83% 7.61% 9.67% 10.27% 13.63% 11.54% 5.47%
Max Increase   14.39% 19.47% 24.33% 22.99% 21.11% 30.62% 19.30% 21.00% 85.48% 52.07% 11.46%
Avg Days To Max Increase   15 20 17 20 16 13 18 15 18 14 12
Avg Max Decline   -1.89% -1.93% -1.61% -1.86% -2.99% -2.21% -2.03% -2.64% -1.54% -3.77% -2.73%
Max Decline   -7.78% -7.26% -4.05% -13.57% -10.64% -6.56% -7.56% -14.99% -10.88% -14.66% -14.33%
Avg Days to Max Decline   6 10 7 10 10 10 6 8 7 10 3
2017 Contract Condition   Yes Yes   Yes         Yes    
Action   Yes Yes   No         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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   29 29 32 33 33 34 34 34 34 34 34
Closed Lower   17 16 16 13 8 11 17 18 12 15 16
Penetrated Low   14 12 7 7 4 5 12 13 9 8 11
Scenario Percentage   82% 75% 44% 54% 50% 45% 71% 72% 75% 53% 69%
Avg Max Decline   13.81% 14.60% 14.13% 8.05% 9.45% 5.70% 9.40% 11.82% 13.81% 16.27% 8.30%
Max Decline   29.15% 34.08% 39.90% 27.37% 17.09% 9.65% 22.02% 36.28% 27.64% 40.81% 31.87%
Avg Days To Max Decline   19 17 19 10 18 20 18 17 14 11 8
Avg Max Increase   -0.55% -1.86% -1.95% -1.33% -2.80% -3.27% -1.21% -2.30% -3.13% -1.89% -1.37%
Max Increase   -3.75% -9.13% -5.88% -4.34% -7.73% -7.78% -5.78% -8.90% -16.89% -6.43% -4.83%
Avg Days to Max Increase   8 8 4 8 6 15 4 9 10 8 2
2017 Contract Condition       Yes   Yes Yes Yes Yes      
Action       Yes   Yes Yes Yes Not Yet      
High 55.03 53.45 57.43 58.37 56.51 55.65 54.94 52.62 49.84 50.60    
Low 50.88 47.74 52.91 54.77 53.88 48.85 49.59 45.34 42.80 44.26    
Close/Last 50.96 53.25 57.05 55.25 55.29 52.03 50.46 49.01 46.77 50.37    

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