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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   27 28 28 29 29 29 30 30 30 30 30
Closed Higher   19 20 14 13 20 17 17 14 15 16 17
Exceeded High   18 17 9 13 17 14 15 9 13 16 8
Scenario Percentage   95% 85% 64% 100% 85% 82% 88% 64% 87% 100% 47%
Avg Max Increase   8.40% 6.38% 10.27% 8.50% 11.36% 11.80% 7.68% 11.98% 13.37% 9.28% 7.56%
Max Increase   17.96% 30.64% 20.21% 19.96% 57.94% 40.70% 23.66% 22.62% 28.40% 22.83% 11.76%
Avg Days To Max Increase   16 15 19 18 20 15 14 23 15 13 11
Avg Max Decline   -2.32% -1.81% -0.80% -2.01% -1.24% -1.87% -2.53% -3.25% -3.07% -2.03% -0.99%
Max Decline   -9.61% -5.03% -4.51% -12.94% -8.90% -10.27% -12.15% -7.76% -9.26% -10.82% -2.86%
Avg Days to Max Decline   10 9 8 10 8 10 5 10 5 7 2
2013 Contract Condition     Yes     Yes Yes     Yes Yes Yes
Action     No     Yes 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   27 28 28 29 29 29 30 30 30 30 30
Closed Lower   7 8 14 16 9 12 13 15 15 14 13
Penetrated Low   4 5 9 11 5 8 10 14 12 9 7
Scenario Percentage   57% 63% 64% 69% 56% 67% 77% 93% 80% 64% 54%
Avg Max Decline   7.87% 4.95% 7.91% 7.82% 14.80% 14.26% 13.30% 13.26% 15.22% 18.12% 11.65%
Max Decline   16.31% 9.86% 11.14% 19.91% 26.84% 46.42% 50.06% 45.65% 36.34% 43.46% 24.06%
Avg Days To Max Decline   12 20 16 16 21 19 14 17 17 16 12
Avg Max Increase   -1.93% -2.64% -0.33% -2.29% -4.19% -2.46% -1.28% -2.69% -1.72% -4.71% -1.57%
Max Increase   -6.17% -6.41% -1.91% -9.13% -12.86% -13.48% -5.76% -5.18% -8.32% -12.69% -7.07%
Avg Days to Max Increase   1 10 2 8 15 12 6 6 10 12 3
2013 Contract Condition   Yes   Yes Yes     Yes Yes      
Action   Yes   Yes No     Yes Yes      
High 108.80 109.18 107.40 106.77 88.94 94.67 99.62 101.78 95.21 90.82 92.40 98.24
Low 98.25 104.77 103.39 88.04 80.48 84.95 89.39 90.57 86.31 85.80 86.40 91.96
Close/Last 107.07 105.20 105.69 88.40 87.95 90.28 98.12 93.76 87.83 90.13 92.27 97.49

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