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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   27 28 29 29 29 29 29 30 30 30 30
Closed Higher   19 14 13 19 17 15 13 15 14 17 16
Exceeded High   16 9 13 16 14 13 9 13 14 14 13
Scenario Percentage   84% 64% 100% 84% 82% 87% 69% 87% 100% 82% 81%
Avg Max Increase   6.52% 9.99% 7.97% 10.45% 11.04% 7.79% 11.03% 12.40% 12.13% 13.06% 9.73%
Max Increase   30.99% 20.17% 19.95% 52.11% 37.03% 23.10% 19.04% 26.67% 35.74% 27.99% 27.73%
Avg Days To Max Increase   13 17 19 20 16 14 23 16 18 13 12
Avg Max Decline   -1.15% -0.87% -1.88% -1.06% -1.62% -2.60% -3.03% -2.83% -2.96% -3.98% -1.17%
Max Decline   -4.57% -4.14% -12.26% -8.61% -8.69% -12.12% -8.10% -8.69% -10.65% -13.62% -3.63%
Avg Days to Max Decline   7 8 9 9 8 5 11 5 12 8 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   27 28 29 29 29 29 29 30 30 30 30
Closed Lower   8 13 16 10 12 12 16 15 16 13 14
Penetrated Low   5 9 12 5 6 9 15 12 10 7 8
Scenario Percentage   63% 69% 75% 50% 50% 75% 94% 80% 63% 54% 57%
Avg Max Decline   4.82% 7.60% 7.35% 14.30% 17.78% 13.46% 12.47% 14.59% 18.06% 17.78% 7.11%
Max Decline   10.16% 10.30% 19.41% 26.53% 45.37% 49.17% 43.57% 34.10% 48.16% 38.98% 17.10%
Avg Days To Max Decline   19 16 18 21 19 14 19 18 18 12 11
Avg Max Increase   -2.44% -0.22% -2.08% -3.63% -1.87% -1.05% -3.33% -2.19% -4.00% -2.24% -1.85%
Max Increase   -6.17% -1.96% -8.81% -11.96% -12.63% -5.36% -8.69% -13.41% -12.44% -7.08% -6.43%
Avg Days to Max Increase   16 2 10 15 7 5 9 12 12 5 3
2013 Contract Condition     Yes Yes     Yes Yes       Yes
Action     Yes No     Yes Yes       Yes
High 108.73 107.17 106.50 88.84 94.56 99.43 101.50 95.40 91.29 92.82 98.66 98.65
Low 104.16 103.20 88.43 81.00 86.45 89.51 90.93 86.74 86.42 87.04 92.41 91.57
Close/Last 104.94 105.39 88.43 88.23 90.40 98.22 93.98 88.31 90.68 92.73 97.96 92.05

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