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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, 2018
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   30 31 32 33 33 34 34 34 34 34 34
Closed Higher   18 22 22 17 16 22 19 17 16 16 18
Exceeded High   17 21 19 12 14 20 15 14 10 14 15
Scenario Percentage   94% 95% 86% 71% 88% 91% 79% 82% 63% 88% 83%
Avg Max Increase   9.14% 8.45% 7.34% 9.81% 9.34% 10.91% 10.67% 8.04% 12.74% 13.48% 8.12%
Max Increase   17.47% 19.47% 31.97% 19.87% 21.18% 63.08% 43.64% 24.44% 27.15% 28.47% 15.94%
Avg Days To Max Increase   18 16 13 18 18 19 14 13 23 11 11
Avg Max Decline   -1.35% -2.48% -1.67% -0.76% -2.01% -1.24% -2.95% -2.77% -2.86% -3.03% -1.10%
Max Decline   -12.87% -9.77% -5.06% -5.01% -13.43% -9.12% -12.70% -12.01% -7.14% -9.95% -6.17%
Avg Days to Max Decline   12 8 10 6 10 7 10 5 9 5 4
2017 Contract Condition     Yes Yes Yes Yes   Yes Yes   Yes Yes
Action     Yes Yes Yes No   Yes Yes   Yes 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   30 31 32 33 33 34 34 34 34 34 34
Closed Lower   12 8 10 16 17 12 14 17 18 18 16
Penetrated Low   5 5 4 11 12 8 10 13 17 15 10
Scenario Percentage   42% 63% 40% 69% 71% 67% 71% 76% 94% 83% 63%
Avg Max Decline   10.13% 6.69% 6.15% 8.75% 10.17% 13.55% 13.93% 14.09% 14.43% 17.43% 15.89%
Max Decline   27.66% 16.19% 9.41% 19.74% 33.64% 26.95% 46.60% 50.99% 49.25% 41.06% 36.71%
Avg Days To Max Decline   16 14 19 18 17 17 17 17 19 14 14
Avg Max Increase   -2.53% -1.77% -2.34% -1.13% -2.32% -3.13% -2.64% -2.31% -2.51% -2.73% -4.02%
Max Increase   -7.60% -6.19% -6.65% -6.17% -9.19% -14.94% -14.44% -12.49% -5.31% -10.68% -15.15%
Avg Days to Max Increase   13 4 9 3 8 11 11 6 5 10 4
2017 Contract Condition   Yes         Yes     Yes    
Action   No         Yes     Yes    
High 45.14 41.76 45.30 49.04 52.04 53.82 52.46 51.59 50.26 53.26 50.80 55.44
Low 35.10 37.60 40.80 40.39 46.10 48.74 43.98 42.99 45.12 47.81 43.73 49.94
Close/Last 42.51 41.30 43.56 48.51 51.21 51.34 45.06 47.06 49.93 48.05 50.34 53.72

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