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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February Crude Oil(NYM) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   27 28 29 30 30 31 31 31 31 31 31
Closed Higher   16 20 20 15 14 22 17 16 15 15 17
Exceeded High   15 19 17 10 14 20 13 13 10 13 15
Scenario Percentage   94% 95% 85% 67% 100% 91% 76% 81% 67% 87% 88%
Avg Max Increase   9.89% 8.11% 7.38% 10.73% 9.34% 10.91% 11.26% 8.14% 12.74% 14.25% 8.73%
Max Increase   17.47% 18.32% 31.97% 19.87% 21.18% 63.08% 43.64% 24.44% 27.15% 30.45% 16.99%
Avg Days To Max Increase   17 15 14 19 18 19 15 13 23 12 12
Avg Max Decline   -0.50% -2.23% -1.53% -0.62% -2.01% -1.24% -2.11% -2.92% -2.86% -3.20% -1.10%
Max Decline   -4.22% -9.77% -5.06% -5.01% -13.43% -9.12% -11.67% -12.01% -7.14% -9.95% -6.17%
Avg Days to Max Decline   12 9 10 6 10 7 8 5 9 6 4
2014 Contract Condition     Yes     Yes Yes Yes       Yes
Action     Yes     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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   27 28 29 30 30 31 31 31 31 31 31
Closed Lower   11 7 9 15 16 9 13 15 16 16 14
Penetrated Low   5 5 4 10 11 5 9 11 15 13 8
Scenario Percentage   45% 71% 44% 67% 69% 56% 69% 73% 94% 81% 57%
Avg Max Decline   10.13% 6.69% 6.15% 7.65% 8.04% 15.61% 13.63% 13.31% 13.44% 14.98% 15.95%
Max Decline   27.66% 16.19% 9.41% 11.60% 20.12% 26.95% 46.60% 50.99% 49.25% 41.42% 36.71%
Avg Days To Max Decline   16 14 19 17 17 21 17 15 18 14 14
Avg Max Increase   -2.53% -1.77% -2.34% -1.01% -2.62% -4.83% -2.94% -1.46% -2.74% -2.66% -4.14%
Max Increase   -7.60% -6.19% -6.65% -6.17% -9.19% -14.94% -14.44% -5.75% -5.31% -10.68% -15.15%
Avg Days to Max Increase   13 4 9 3 9 15 12 6 6 12 5
2014 Contract Condition   Yes   Yes Yes       Yes Yes Yes  
Action   Yes   No No       Yes Yes Yes  
High 96.45 97.65 94.91 95.47 94.55 96.55 100.56 106.22 104.67 102.52 96.92 100.75
Low 93.14 91.91 89.78 85.57 88.06 89.86 92.52 97.46 98.96 95.96 92.10 92.84
Close/Last 96.45 91.91 94.90 91.24 90.41 92.93 99.14 102.71 100.16 96.66 93.01 98.42

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