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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, 2018
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   30 33 34 34 34 34 35 35 35 35 35
Closed Higher   11 18 24 22 17 15 22 19 18 16 16
Exceeded High   10 17 23 19 11 14 20 15 15 10 10
Scenario Percentage   91% 94% 96% 86% 65% 93% 91% 79% 83% 63% 63%
Avg Max Increase   10.54% 9.34% 8.35% 7.50% 10.56% 9.76% 11.55% 11.31% 8.74% 10.89% 9.63%
Max Increase   24.77% 19.42% 19.93% 31.57% 19.69% 20.90% 68.88% 46.36% 24.77% 24.26% 16.21%
Avg Days To Max Increase   14 18 16 14 20 18 19 16 14 17 13
Avg Max Decline   -1.51% -1.53% -2.60% -1.71% -1.26% -2.25% -1.52% -3.14% -3.60% -2.64% -1.02%
Max Decline   -4.10% -13.11% -9.96% -5.44% -5.66% -13.78% -9.55% -13.14% -13.15% -5.97% -2.53%
Avg Days to Max Decline   7 11 10 9 6 10 8 9 6 9 3
2017 Contract Condition       Yes Yes Yes     Yes Yes   Yes
Action       Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   30 33 34 34 34 34 35 35 35 35 35
Closed Lower   18 15 9 12 17 19 13 16 16 19 19
Penetrated Low   9 7 4 6 11 13 9 10 13 18 15
Scenario Percentage   50% 47% 44% 50% 65% 68% 69% 63% 81% 95% 79%
Avg Max Decline   12.73% 8.70% 10.83% 6.74% 9.90% 11.03% 12.86% 14.39% 14.84% 14.13% 12.49%
Max Decline   38.95% 24.21% 16.86% 14.46% 20.42% 34.56% 27.38% 47.12% 51.99% 52.69% 40.47%
Avg Days To Max Decline   19 20 19 20 18 17 16 17 17 15 13
Avg Max Increase   -2.48% -2.50% -2.26% -3.03% -0.74% -2.03% -2.93% -3.44% -2.59% -2.51% -1.97%
Max Increase   -8.26% -8.74% -5.55% -6.90% -2.69% -8.84% -15.61% -16.04% -12.76% -5.77% -7.11%
Avg Days to Max Increase   3 11 8 11 3 7 10 13 6 4 3
2017 Contract Condition   Yes Yes       Yes Yes     Yes  
Action   No No       Yes Yes     Yes  
High 48.81 45.35 42.42 45.11 49.08 51.93 53.72 52.11 51.13 49.65 52.74 49.90
Low 42.45 34.55 37.01 40.54 40.13 45.85 48.46 43.35 42.34 44.46 47.22 42.95
Close/Last 44.21 42.13 40.93 43.30 48.38 51.07 51.02 44.51 46.51 49.40 47.46 49.44

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