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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, 2015
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   28 29 30 30 30 30 30 31 31 31 31
Closed Higher   19 14 14 20 18 15 13 15 15 17 17
Exceeded High   16 9 14 17 14 13 9 13 15 14 14
Scenario Percentage   84% 64% 100% 85% 78% 87% 69% 87% 100% 82% 82%
Avg Max Increase   6.52% 9.99% 8.29% 10.19% 11.04% 7.79% 11.03% 12.40% 11.66% 13.06% 9.22%
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 19 13 11
Avg Max Decline   -1.15% -0.87% -1.78% -1.10% -1.62% -2.60% -3.03% -2.83% -3.23% -3.98% -1.06%
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 8 9 8 5 11 5 12 8 2
2014 Contract Condition       Yes Yes Yes       Yes   Yes
Action       Yes Yes No       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   28 29 30 30 30 30 30 31 31 31 31
Closed Lower   9 14 16 10 12 13 17 16 16 14 14
Penetrated Low   5 9 12 5 6 10 16 13 10 7 8
Scenario Percentage   56% 64% 75% 50% 50% 77% 94% 81% 63% 50% 57%
Avg Max Decline   4.82% 7.60% 7.35% 14.30% 17.78% 12.70% 11.93% 13.62% 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 15 19 18 18 12 11
Avg Max Increase   -2.44% -0.22% -2.08% -3.63% -1.87% -1.23% -3.13% -2.60% -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 6 9 13 12 5 3
2014 Contract Condition   Yes Yes       Yes Yes Yes   Yes  
Action   No No       Yes Yes Yes   Not Yet  
High 94.03 94.58 93.56 95.38 98.21 103.06 101.62 101.00 96.24 100.33 98.92 103.45
Low 89.45 85.20 87.76 89.00 91.26 95.56 97.00 94.97 92.42 92.86 91.48 95.46
Close/Last 94.03 90.52 89.69 91.65 97.24 100.04 98.14 96.10 93.32 98.44 96.71 102.59

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