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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   32 33 34 34 35 35 35 35 35 35 35
Closed Higher   16 15 20 25 23 17 16 22 19 19 17
Exceeded High   15 13 19 22 20 11 15 20 15 17 7
Scenario Percentage   94% 87% 95% 88% 87% 65% 94% 91% 79% 89% 41%
Avg Max Increase   9.27% 10.06% 9.55% 9.17% 7.55% 10.86% 9.94% 12.37% 12.23% 7.61% 5.68%
Max Increase   19.00% 24.64% 21.78% 20.39% 31.94% 19.60% 21.06% 75.72% 50.17% 22.54% 10.41%
Avg Days To Max Increase   18 12 18 17 15 18 17 19 17 11 10
Avg Max Decline   -2.02% -1.78% -1.86% -2.99% -2.39% -1.66% -2.53% -1.78% -3.24% -3.70% -1.41%
Max Decline   -7.77% -4.39% -13.40% -10.42% -5.98% -6.66% -14.44% -10.31% -14.04% -14.87% -4.31%
Avg Days to Max Decline   11 7 9 8 9 6 8 8 10 6 1
2017 Contract Condition   Yes             Yes   Yes Yes
Action   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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   32 33 34 34 35 35 35 35 35 35 35
Closed Lower   16 18 14 9 12 18 19 12 16 16 18
Penetrated Low   12 8 7 5 6 12 13 10 9 14 13
Scenario Percentage   75% 44% 50% 56% 50% 67% 68% 83% 56% 88% 72%
Avg Max Decline   14.92% 13.88% 9.48% 9.97% 6.94% 9.86% 11.41% 11.99% 15.98% 12.80% 7.99%
Max Decline   32.91% 39.08% 27.46% 17.05% 14.84% 21.30% 35.47% 27.64% 47.30% 45.47% 19.38%
Avg Days To Max Decline   18 20 14 15 20 19 17 13 18 11 12
Avg Max Increase   -2.44% -2.33% -1.64% -3.51% -3.25% -1.35% -2.26% -3.03% -3.47% -2.55% -2.69%
Max Increase   -9.13% -6.26% -4.23% -7.36% -7.29% -5.62% -8.98% -16.88% -17.88% -12.86% -5.84%
Avg Days to Max Increase   8 3 8 7 11 3 9 9 14 4 3
2017 Contract Condition     Yes Yes Yes Yes Yes Yes   Yes    
Action     Yes Yes Yes Yes Yes No   No    
High 53.66 57.44 58.44 56.60 55.67 55.02 52.68 49.95 50.69 50.72 53.11 54.85
Low 47.81 52.83 54.79 53.88 48.96 49.63 45.52 43.08 44.52 46.59 48.05 49.44
Close/Last 53.31 57.06 55.33 55.28 52.08 50.59 49.12 47.05 50.46 48.56 51.95 54.38

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