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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, 2015
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   28 29 29 30 30 30 31 31 31 31 31
Closed Higher   20 20 14 14 21 18 17 14 15 17 17
Exceeded High   19 17 9 14 18 14 15 9 13 17 8
Scenario Percentage   95% 85% 64% 100% 86% 78% 88% 64% 87% 100% 47%
Avg Max Increase   7.99% 6.38% 10.27% 8.83% 11.08% 11.80% 7.68% 11.98% 13.37% 9.05% 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 19 21 15 14 23 15 14 11
Avg Max Decline   -2.23% -1.81% -0.80% -1.90% -1.27% -1.87% -2.53% -3.25% -3.07% -2.33% -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   9 9 8 10 8 10 5 10 5 7 2
2014 Contract Condition   Yes     Yes Yes Yes       Yes  
Action   Yes     Yes Yes No       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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   28 29 29 30 30 30 31 31 31 31 31
Closed Lower   7 9 15 16 9 12 14 16 16 14 14
Penetrated Low   4 5 9 11 5 8 11 15 13 9 7
Scenario Percentage   57% 56% 60% 69% 56% 67% 79% 94% 81% 64% 50%
Avg Max Decline   7.87% 4.95% 7.91% 7.82% 14.80% 14.26% 12.71% 12.66% 14.19% 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 15 18 16 16 12
Avg Max Increase   -1.93% -2.64% -0.33% -2.29% -4.19% -2.46% -1.41% -2.53% -2.21% -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 7 6 11 12 3
2014 Contract Condition     Yes Yes       Yes Yes Yes   Yes
Action     No No       Yes Yes Yes   Not Yet
High 97.29 94.46 95.08 94.10 95.97 99.39 104.37 103.14 101.81 96.74 100.79 99.08
Low 91.59 89.51 84.88 87.90 89.37 91.88 96.50 97.97 95.54 92.35 93.08 91.47
Close/Last 91.62 94.46 90.87 90.04 92.27 98.17 101.34 99.13 96.47 93.24 98.55 97.49

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