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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, 2019
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   32 33 34 34 34 34 34 35 35 35 35
Closed Higher   22 16 16 21 20 17 15 17 17 18 19
Exceeded High   19 11 14 18 15 15 10 15 17 14 14
Scenario Percentage   86% 69% 88% 86% 75% 88% 67% 88% 100% 78% 74%
Avg Max Increase   6.63% 9.09% 8.29% 9.91% 11.15% 7.98% 10.99% 12.45% 11.03% 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 15 19 21 15 14 24 16 18 13 11
Avg Max Decline   -1.32% -0.95% -1.78% -1.39% -1.74% -2.57% -2.81% -2.65% -3.04% -3.98% -1.06%
Max Decline   -4.76% -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 7 8 9 9 5 10 5 11 8 2
2018 Contract Condition         Yes   Yes Yes Yes Yes Yes  
Action         Yes   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   32 33 34 34 34 34 34 35 35 35 35
Closed Lower   10 16 18 13 14 15 19 18 18 17 16
Penetrated Low   6 11 13 8 7 12 18 15 12 10 8
Scenario Percentage   60% 69% 72% 62% 50% 80% 95% 83% 67% 59% 50%
Avg Max Decline   6.17% 8.80% 9.24% 12.59% 17.65% 13.39% 12.91% 16.41% 18.78% 16.91% 7.11%
Max Decline   12.93% 18.16% 31.93% 26.53% 45.37% 49.17% 43.57% 35.76% 48.16% 38.98% 17.10%
Avg Days To Max Decline   19 17 18 20 18 16 19 19 18 12 11
Avg Max Increase   -2.60% -0.50% -1.81% -2.23% -1.60% -2.06% -2.87% -2.65% -3.90% -3.25% -1.85%
Max Increase   -6.17% -2.09% -8.81% -11.96% -12.63% -11.35% -8.69% -13.41% -12.44% -12.37% -6.43%
Avg Days to Max Increase   17 3 9 11 7 6 8 12 11 6 3
2018 Contract Condition   Yes Yes Yes   Yes           Yes
Action   Yes Yes No   No           Not Yet
High 54.99 54.86 52.46 49.94 50.68 50.76 53.22 55.01 58.50 60.50 66.39 66.00
Low 49.27 49.97 46.33 44.17 45.52 47.41 49.19 50.19 54.23 55.96 60.10 57.90
Close/Last 52.06 50.73 49.23 47.85 50.58 49.64 52.21 54.67 57.28 60.40 64.56 61.64

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