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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Crude Oil(NYM) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   26 29 30 30 30 30 31 31 31 31 31
Closed Higher   11 16 22 20 15 14 21 17 16 14 14
Exceeded High   10 15 21 17 9 14 19 13 13 9 9
Scenario Percentage   91% 94% 95% 85% 60% 100% 90% 76% 81% 64% 64%
Avg Max Increase   10.54% 10.07% 8.01% 7.54% 11.71% 9.76% 11.87% 11.96% 8.54% 11.12% 8.89%
Max Increase   24.77% 19.42% 19.11% 31.57% 19.69% 20.90% 68.88% 46.36% 24.77% 24.26% 16.21%
Avg Days To Max Increase   14 17 15 14 21 18 19 17 13 15 13
Avg Max Decline   -1.51% -0.67% -2.39% -1.55% -1.21% -2.25% -1.22% -2.30% -3.72% -2.83% -1.03%
Max Decline   -4.10% -4.27% -9.96% -5.44% -5.66% -13.78% -9.55% -13.14% -13.15% -5.97% -2.53%
Avg Days to Max Decline   7 10 10 10 7 10 7 7 6 10 3
2013 Contract Condition   Yes Yes   Yes     Yes Yes     Yes
Action   Yes Yes   No     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   26 29 30 30 30 30 31 31 31 31 31
Closed Lower   14 13 7 10 15 16 10 14 14 17 17
Penetrated Low   7 6 3 5 9 11 6 9 11 16 13
Scenario Percentage   50% 46% 43% 50% 60% 69% 60% 64% 79% 94% 76%
Avg Max Decline   13.54% 8.30% 10.39% 5.20% 8.51% 8.35% 14.07% 14.18% 13.97% 12.89% 11.08%
Max Decline   38.95% 24.21% 16.86% 8.93% 12.43% 20.54% 27.38% 47.12% 51.99% 47.46% 33.90%
Avg Days To Max Decline   19 19 23 20 17 17 18 17 16 15 13
Avg Max Increase   -1.71% -2.83% -1.17% -2.87% -0.45% -2.30% -4.22% -3.80% -1.75% -2.72% -1.77%
Max Increase   -5.46% -8.74% -2.33% -6.90% -2.69% -8.84% -15.61% -16.04% -7.95% -5.77% -7.11%
Avg Days to Max Increase   4 13 7 9 2 9 13 14 6 5 4
2013 Contract Condition       Yes   Yes Yes     Yes Yes  
Action       Yes   Yes No     Yes Yes  
High 99.44 102.58 109.55 109.72 107.78 107.18 88.66 94.33 99.38 101.29 94.46 89.80
Low 93.07 98.68 98.55 105.09 103.46 87.57 79.68 84.24 88.60 89.72 85.18 84.53
Close/Last 97.79 100.19 107.68 105.33 105.97 88.13 87.13 89.67 97.49 93.00 86.73 88.91

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