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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 Oct 20, 2019
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   33 34 34 35 35 35 36 36 36 36 36
Closed Higher   23 23 17 17 22 21 20 16 17 19 19
Exceeded High   22 20 11 15 19 16 18 10 15 18 9
Scenario Percentage   96% 87% 65% 88% 86% 76% 90% 63% 88% 95% 47%
Avg Max Increase   8.58% 6.48% 9.33% 8.35% 10.78% 11.87% 7.75% 11.85% 13.32% 9.11% 7.24%
Max Increase   18.96% 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   17 14 18 20 21 14 13 24 15 14 12
Avg Max Decline   -2.50% -1.96% -0.90% -2.24% -1.54% -2.09% -2.40% -3.01% -2.88% -2.23% -1.41%
Max Decline   -9.61% -5.08% -4.51% -12.94% -8.90% -10.27% -12.15% -7.76% -9.26% -10.82% -4.76%
Avg Days to Max Decline   8 8 7 12 8 10 5 9 5 7 3
2019 Contract Condition   Yes Yes Yes Yes   Yes Yes       Yes
Action   Yes Yes No 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   33 34 34 35 35 35 36 36 36 36 36
Closed Lower   9 11 17 18 13 14 16 19 19 17 17
Penetrated Low   5 6 11 12 9 9 13 18 16 11 9
Scenario Percentage   56% 55% 65% 67% 69% 64% 81% 95% 84% 65% 53%
Avg Max Decline   8.60% 6.38% 9.19% 9.90% 12.09% 14.54% 13.46% 14.87% 17.05% 19.42% 11.90%
Max Decline   16.31% 13.56% 19.01% 32.87% 26.84% 46.42% 50.06% 45.65% 37.26% 43.46% 24.06%
Avg Days To Max Decline   11 20 17 16 19 19 17 18 18 17 11
Avg Max Increase   -2.64% -2.78% -0.62% -2.03% -2.59% -2.21% -2.21% -2.20% -2.64% -4.48% -1.73%
Max Increase   -6.17% -6.41% -2.27% -9.13% -12.86% -13.48% -11.91% -5.18% -8.32% -12.69% -7.07%
Avg Days to Max Increase   3 12 3 8 10 11 7 5 9 11 3
2019 Contract Condition           Yes     Yes Yes Yes  
Action           Yes     Yes Yes Not Yet  
High 60.35 61.47 64.83 68.97 67.96 68.26 68.74 73.00 76.29 65.78 54.98 55.37
Low 54.15 55.79 58.55 62.78 61.69 63.24 62.83 65.84 65.26 49.78 42.67 44.67
Close/Last 56.98 60.48 64.18 64.49 67.56 65.95 68.16 72.51 65.73 51.23 45.72 53.79

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